| Research | Date |
|---|---|
| Optimal Liquidations via Convex Optimization [discourse] [full paper] | 4 Apr. 2023 |
| Multivariate Volatility Forecasting for Risk-Indifference Pricing [discourse] [full paper] | 23 Mar. 2023 |
| Bandit Funding Rates [discourse] [full paper] | 25 Dec. 2022 |
| New Framework for Funding Rates [discourse] [full paper] | 2 Nov. 2022 |
| Optimal Margin Requirements [discourse] [full paper] | 21 Oct. 2022 |
| Utility Indifference Pricing Overview [discourse] [full paper] | 14 Oct. 2022 |