Kozhan Roman

Roman Kozhan

Information about the author Roman Kozhan will soon be added to the site.
Found 2 papers in total
Execution Risk in High‐Frequency Arbitrage
2012
In this paper, we investigate the role of execution risk in high‐frequency...
Non‐additive anonymous games
2011
This paper introduces a class of non‐additive anonymous games where agents are...
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