Jasdeep Kalsi

Identifiers

• name variant Jasdeep Kalsi 0.50 · backfill

Papers (5)

1. Optimal execution with rough path signatures q-fin.CP · 2019 · author #1
2. Existence of Invariant Measures for Reflected SPDEs math.PR · 2018 · author #1
3. Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models q-fin.MF · 2018 · author #2
4. Stefan Problems for Reflected SPDEs Driven by Space-Time White Noise math.PR · 2018 · author #2
5. A Reflected Moving Boundary Problem Driven by Space-Time White Noise math.PR · 2018 · author #2

Mentions

No mention provenance yet.

Frequent Coauthors

• Ben Hambly 3 shared papers
• Imanol Perez Arribas 1 shared papers
• James Newbury 1 shared papers
• Terry Lyons 1 shared papers