Johannes Muhle-Karbe joined the Department of Mathematics at Imperial College London in January 2019 as Chair in Mathematical Finance and Director of the CFM-Imperial Institute of Quantitative Finance.
More information can be found at his personal website: https://wwwf.imperial.ac.uk/~jmuhleka/.
et al., 2019, Inventory Management for High-Frequency Trading With Imperfect Competition
Muhle-Karbe J, Nutz M, Tan X, 2019, Asset Pricing with Heterogeneous Beliefs and Illiquidity
Gonon L, Muhle-Karbe J, Shi X, 2019, Asset Pricing with General Transaction Costs: Theory and Numerics
Guasoni P, Liu R, Muhle-Karbe J, 2019, Who should sell stocks?, Mathematical Finance, Vol:29, ISSN:0960-1627, Pages:448-482