FM12 - MS1-1 - Price dynamics in limit order markets: Limit Theorems and Diusion Approximations Presentation: Rama Cont, CNRS, France, and Columbia University, USA, 27 min 33 sec
FM12 - MS1-1 - Price dynamics in limit order markets: Limit Theorems and Diusion Approximations (PDF) Link: View PDF Handout
FM12 - MS1-3 - Adaptive mean-variance optimal order execution and Dawson-Watanabe superprocesses Presentation: Alexander Schied, University of Mannheim, Germany, 23 min 38 sec
FM12 - MS1-3 - Adaptive mean-variance optimal order execution and Dawson-Watanabe superprocesses (PDF) Link: View PDF Handout
FM12 - MS1-4 - Optical Asset Liquidation using Limit Order Book Information Presentation: Sasha F. Stoikov, Cornell University, USA, 26 min 23 sec
FM12 - MS1-4 - Optical Asset Liquidation using Limit Order Book Information (PDF) Link: View PDF Handout