Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Phase Transitions in Kyle's Model with Market Maker Profit Incentives

Charles-Albert Lehalle, Eyal Neuman and Segev Shlomov
SSRN Electronic Journal (2021)
https://doi.org/10.2139/ssrn.3799712

AAD and least-square Monte Carlo: Fast Bermudan-style options and XVA Greeks

Luca Capriotti, Yupeng Jiang and Andrea Macrina
Algorithmic Finance 6 (1-2) 35 (2017)
https://doi.org/10.3233/AF-170201