Items where Author is "Johnson, Paul V."
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Number of items: 3.
Article
Blair, James W. and Johnson, Paul V. and Duck, Peter W. (2015) Analysis of optimal liquidation in limit order books for portfolios of correlated assets with stochastic volatility. Preprint. (Unpublished)
Blair, James W. and Johnson, Paul V. and Duck, Peter W. (2015) Analysis of optimal liquidation in limit order books. Preprint. (Submitted)
MIMS Preprint
Moriarty, John and Evatt, Geoffrey W. and Johnson, Paul V. and Duck, Peter W. (2011) Hysteretic regime switching diffusions and resource extraction. [MIMS Preprint]