Publications

Relative arbitrage: sharp time horizons and motion by curvature
Ruf, Johannes and Larsson, Martin (2021) Relative arbitrage: sharp time horizons and motion by curvature. Mathematical Finance. ISSN 0960-1627 (In Press)
Pure-jump semimartingales
Černý, Aleš and Ruf, Johannes (2021) Pure-jump semimartingales. Bernoulli. ISSN 1350-7265 (In Press)
A mathematical view of the will of the people
Von Stengel, Bernhard ORCID: 0000-0002-3488-8322 (2019) A mathematical view of the will of the people. Democratic Audit Blog (21 Feb 2019). Blog Entry.
Optimal stopping games in models with various information flows
Gapeev, Pavel V. and Rodosthenous, Neofytos (2020) Optimal stopping games in models with various information flows. Stochastic Analysis and Applications. ISSN 0736-2994 (In Press)
Perpetual American cancellable standard options in models with last passage times
Gapeev, Pavel V., Li, Libo and Wu, Zhuoshu (2021) Perpetual American cancellable standard options in models with last passage times. Algorithms, 14 (1). 1 - 11. ISSN 1999-4893
Simplified stochastic calculus with applications in economics and finance
Černý, Aleš and Ruf, Johannes (2020) Simplified stochastic calculus with applications in economics and finance. European Journal of Operational Research. ISSN 0377-2217
Unknown I.I.D. prophets: better bounds, streaming algorithms, and a new impossibility
Correa, Jose, Dütting, Paul, Fischer, Felix, Schewior, Kevin and Ziliotto, Bruno (2020) Unknown I.I.D. prophets: better bounds, streaming algorithms, and a new impossibility. In: Proceedings of the 12th Innovations in Theoretical Computer Science Conference, ITCS'21, forthcoming. ACM Press. (In Press)
The complexity of contracts
Dütting, Paul, Roughgarden, Tim and Talgam-Cohen, Inbal (2020) The complexity of contracts. SIAM Journal on Computing. ISSN 0097-5397 (In Press)
Attention please!
Gossner, Olivier, Steiner, Jakub and Stewart, Colin (2020) Attention please! Econometrica. ISSN 0012-9682 (In Press)
Hedging with linear regressions and neural networks
Ruf, Johannes and Wang, Weiguan (2020) Hedging with linear regressions and neural networks. Journal of Business and Economic Statistics. ISSN 0735-0015 (In Press)
Collateralized networks
Ghamami, Samim, Glasserman, Paul and Young, Hobart (2020) Collateralized networks. Management Science. ISSN 0025-1909 (In Press)
Beyond Erdős-Kunen-Mauldin: Shift-compactness properties and Singular sets
Miller, Harry I., Miller-Van Wieren, Leila and Ostaszewski, Adam (2020) Beyond Erdős-Kunen-Mauldin: Shift-compactness properties and Singular sets. Topology and its Applications. ISSN 0166-8641 (In Press)
Beyond Erdős-Kunen-Mauldin: Shift-compactness properties and Singular sets
Miller, Harry I., Miller-Van Wieren, Leila and Ostaszewski, Adam (2020) Beyond Erdős-Kunen-Mauldin: Shift-compactness properties and Singular sets. Topology and its Applications. ISSN 0166-8641 (In Press)
Book review: the price of peace: money, democracy, and the life of John Maynard Keynes by Zachary D. Carter
Paduano, Stephen (2020) Book review: the price of peace: money, democracy, and the life of John Maynard Keynes by Zachary D. Carter. LSE Review of Books (17 Sep 2020). Blog Entry.
Minimum-weight combinatorial structures under random cost-constraints
Frieze, Alan, Pegden, Wesley, Sorkin, Gregory B. and Tkocz, Tomasz (2020) Minimum-weight combinatorial structures under random cost-constraints. Electronic Journal of Combinatorics. ISSN 1077-8926 (In Press)
Book review: the price of peace: money, democracy, and the life of John Maynard Keynes by Zachary D. Carter
Paduano, Stephen (2020) Book review: the price of peace: money, democracy, and the life of John Maynard Keynes by Zachary D. Carter. USApp – American Politics and Policy Blog (20 Sep 2020). Blog Entry.
The max-flow min-cut property and ±1-resistant sets
Abdi, Ahmad and Cornuejols, Gerard (2020) The max-flow min-cut property and ±1-resistant sets. Discrete Applied Mathematics, 289. 455 - 476. ISSN 0166-218X
Idealness of k-wise intersecting families
Abdi, Ahmad, Cornuejols, Gerard, Huynh, Tony and Lee, Dabeen (2020) Idealness of k-wise intersecting families. Mathematical Programming. ISSN 0025-5610
Long read: how blockchain can make electronic voting more secure
Kotsialou, Grammateia, Dhillon, Amrita, McBurney, Peter and Riley, Luke (2020) Long read: how blockchain can make electronic voting more secure. USApp – American Politics and Policy Blog (25 Sep 2020). Blog Entry.
Optimal liquidation trajectories for the Almgren-Chriss model
Lokka, A. and Xu, Junwei (2020) Optimal liquidation trajectories for the Almgren-Chriss model. International Journal of Theoretical and Applied Finance, 23 (7). ISSN 0219-0249

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Publications

Below is the list of the Department's recent research publications. This information is generated by an RSS feed from LSE Research Online, and shows the most recent 20 publications (either published, or accepted for publication).

CDAM Research Report Series from 1991 - 2009