题  目：Liquidation games with self-exciting order flow

报告人：Ulrich Horst， Humboldt-University Berlin

时 间：2022.02.25(周五) 16:30-18:00 (Beijing time)

地 点：金融工程研究中心 Zoom ID: 67604990945     Code: 308957

摘 要：  This talk will be on two models on liquidation games with self-exciting order flow where a large investor’s trading activity triggers child orders whose dynamics is described by a Hawkes process with exponential kernel.

报告人简介

https://www.applied-financial-mathematics.de/ulrich-horst