Sasha Stoikov

Identifiers

• name variant Sasha Stoikov 0.60 · backfill

Papers (2)

1. A model-free backward and forward nonlinear PDEs for implied volatility q-fin.CP · 2019 · author #3
2. The Price Impact of Order Book Events q-fin.TR · 2010 · author #3

Mentions

• 1011.6402 #3 · backfill · confidence 0.70 Sasha Stoikov

Frequent Coauthors

• Andrey Itkin 1 shared papers
• Arseniy Kukanov 1 shared papers
• Peter Carr 1 shared papers
• Rama Cont 1 shared papers