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Sebastian Jaimungal

Identifiers

  • name variant Sebastian Jaimungal 0.60 · backfill

Papers (17)

  1. Optimal Trading in Automated Market Makers with Deep Learning q-fin.TR · 2023 · author #1
  2. Active and Passive Portfolio Management with Latent Factors q-fin.PM · 2019 · author #2
  3. Mean Field Game Systems with Common Noise and Markovian Latent Processes math.OC · 2018 · author #3
  4. Trading Cointegrated Assets with Price Impact q-fin.TR · 2018 · author #3
  5. Trading algorithms with learning in latent alpha models q-fin.MF · 2018 · author #2
  6. Foreign Exchange Markets with Last Look q-fin.TR · 2018 · author #2
  7. Technical Uncertainty in Real Options with Learning q-fin.MF · 2018 · author #3
  8. Outperformance and Tracking: Dynamic Asset Allocation for Active and Passive Portfolio Management q-fin.PM · 2018 · author #2
  9. Mean Field Games with Partial Information for Algorithmic Trading q-fin.MF · 2018 · author #2
  10. The Generalized Shiryaev's Problem and Skorohod Embedding math.PR · 2011 · author #1
  11. Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models q-fin.PR · 2010 · author #2
  12. Randomized First Passage Times math.PR · 2009 · author #1
  13. Integral Equations and the First Passage Time of Brownian Motions math.PR · 2009 · author #1
  14. Option Valuation using Fourier Space Time Stepping cs.CE · 2007 · author #2
  15. Phase transition in quantum gravity gr-qc · 1999 · author #2
  16. Monopoles and Coulomb Gas Representation of the QCD Effective Lagrangian hep-ph · 1999 · author #1
  17. Coulomb Gas Representation of Low Energy QCD hep-ph · 1999 · author #1

Mentions

  • 1110.6664 #1 · backfill · confidence 0.70 Sebastian Jaimungal
  • 1007.4361 #2 · backfill · confidence 0.70 Sebastian Jaimungal
  • 0911.4165 #1 · backfill · confidence 0.70 Sebastian Jaimungal
  • 0902.2569 #1 · backfill · confidence 0.70 Sebastian Jaimungal

Frequent Coauthors