Luhui Gan
Ph.D. University of Toronto 2017
Dissertation:
Dynamic Trading in a Limit Order Book: Co-Integration, Option Hedging and Queueing Dynamics
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Sebastian Jaimungal
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 267792 for the advisor ID.