‪James Blair‬ - ‪Google Scholar‬

James Blair

James Blair

PhD Student in School of Mathematics, University of Manchester

Verified email at postgrad.manchester.ac.uk - Homepage

Financial Mathematics Computational Finance Stochastic Optimal Control Algorithmic Trading High-Frequency Trading


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Modelling approaches for optimal liquidation under a limit-order book structure J Blair PQDT-UK & Ireland, 2016		2016
Analysis of optimal liquidation in limit order books for portfolios of correlated assets with stochastic volatility JW Blair, PV Johnson, PW Duck Preprint, 2015		2015
Analysis of optimal liquidation in limit order books for portfolios of correlated assets with stochastic volatility JW Blair, PV Johnson, PW Duck Preprint, 2015		2015
Real option analysis in resilient energy networks J Blair The University of Manchester, 2013		2013

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Articles 1–4