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J. Acevedo

4 papers hereh-index 229 citations7 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • last author3

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.AP1
  • q-fin.CP1
  • q-fin.RM1
  • q-fin.TR1
same name
  • J. Acevedo — 1 paper, h 3
  • J. Acevedo — 1 paper, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122020
most citedMultilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests

4 citations · 4 across the 3 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

q-fin.TR2012

Optimal execution and price manipulations in time-varying limit order books

Aurélien Alfonsi, José Infante Acevedo

This paper focuses on an extension of the Limit Order Book (LOB) model with general shape introduced by Alfonsi, Fruth and Schied. Here, the additional feature allows a time-varyin…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.