2 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.TR2019★ 1 cited
Do speed bumps curb low-latency trading? Evidence from a laboratory market
Mariana Khapko, Marius Zoican
Exchanges implement intentional trade delays to limit the harmful impact of low-latency trading. Do such "speed bumps" curb investment in fast trading technology? Data is scarce si…
math.OC2016★ 2 cited
Time Inconsistent Stochastic Control in Continuous Time: Theory and Examples
Tomas Björk, Mariana Khapko, Agatha Murgoci
In this paper, which is a continuation of the previously published discrete time paper we develop a theory for continuous time stochastic control problems which, in various ways, a…