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Jonathan A. Chávez Casillas

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2020 – today

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2024
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Jonathan A. Chávez Casillas:
A stochastic model for the early stages of highly contagious epidemics by using a state-dependent point process. Commun. Nonlinear Sci. Numer. Simul. 136: 108100 (2024)
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Jonathan A. Chávez Casillas, José E. Figueroa-López, Chuyi Yu, Yi Zhang:
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cost. SIAM J. Financial Math. 15(3): 653-699 (2024)
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James Baglama, Jonathan A. Chávez Casillas, Vasilije Perovic:
A Hybrid Algorithm for Computing a Partial Singular Value Decomposition Satisfying a Given Threshold. CoRR abs/2407.06306 (2024)

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