Author/Creator: Jaimungal, Sebastian - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Jaimungal, Sebastian

1. A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets. (21st February 2022)

Authors:: Shrivats, Arvind V.; Firoozi, Dena; Jaimungal, Sebastian
Journal:: Mathematical finance
Issue:: Volume 32:Number 3(2022)
Page Start:: 779
Record Type:: Journal Article
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2. Deep Q-Learning for Nash Equilibria: Nash-DQN. Issue 1 (2nd January 2022)

Authors:: Casgrain, Philippe; Ning, Brian; Jaimungal, Sebastian
Journal:: Applied mathematical finance
Issue:: Volume 29:Issue 1(2022)
Page Start:: 62
Record Type:: Journal Article
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3. Double Deep Q-Learning for Optimal Execution. Issue 4 (4th July 2021)

Authors:: Ning, Brian; Lin, Franco Ho Ting; Jaimungal, Sebastian
Journal:: Applied mathematical finance
Issue:: Volume 28:Issue 4(2021)
Page Start:: 361
Record Type:: Journal Article
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4. Enhancing trading strategies with order book signals. Issue 1 (2nd January 2018)

Authors:: Cartea, Álvaro; Donnelly, Ryan; Jaimungal, Sebastian
Journal:: Applied mathematical finance
Issue:: Volume 25:Issue 1(2018)
Page Start:: 1
Record Type:: Journal Article
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5. Exploratory LQG mean field games with entropy regularization. (May 2022)

Authors:: Firoozi, Dena; Jaimungal, Sebastian
Journal:: Automatica
Issue:: Volume 139(2022)
Page Start:
Record Type:: Journal Article
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6. Hedging nontradable risks with transaction costs and price impact. (12th March 2020)

Authors:: Cartea, Álvaro; Donnelly, Ryan; Jaimungal, Sebastian
Journal:: Mathematical finance
Issue:: Volume 30:Number 3(2020)
Page Start:: 833
Record Type:: Journal Article
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7. Mean-Field Game Strategies for Optimal Execution. Issue 2 (4th March 2019)

Authors:: Huang, Xuancheng; Jaimungal, Sebastian; Nourian, Mojtaba
Journal:: Applied mathematical finance
Issue:: Volume 26:Issue 2(2019)
Page Start:: 153
Record Type:: Journal Article
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8. Mean‐field games with differing beliefs for algorithmic trading. (25th February 2020)

Authors:: Casgrain, Philippe; Jaimungal, Sebastian
Journal:: Mathematical finance
Issue:: Volume 30:Number 3(2020)
Page Start:: 995
Record Type:: Journal Article
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9. Optimal Generation and Trading in Solar Renewable Energy Certificate (SREC) Markets. Issue 1 (3rd March 2020)

Authors:: Shrivats, Arvind; Jaimungal, Sebastian
Journal:: Applied mathematical finance
Issue:: Volume 27:Issue 1/2(2020)
Page Start:: 99
Record Type:: Journal Article
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10. Optimal Generation and Trading in Solar Renewable Energy Certificate (SREC) Markets. Issue 1 (3rd March 2020)

Authors:: Shrivats, Arvind; Jaimungal, Sebastian
Journal:: Applied mathematical finance
Issue:: Volume 27:Issue 1/2(2020)
Page Start:: 99
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗