Publications

Application of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic Trading

Taranto, Aldo and Khan, Shahjahan 

 (2021) Application of Bi-Directional Grid Constrained Stochastic Processes to Algorithmic Trading. Journal of Mathematics and Statistics, 17 (1). pp. 22-29. ISSN 1549-3644

Bi-Directional Grid Constrained Stochastic Processes' Link to Multi-Skew Brownian Motion

Taranto, Aldo and Addie, Ron and Khan, Shahjahan 

 (2022) Bi-Directional Grid Constrained Stochastic Processes' Link to Multi-Skew Brownian Motion. Journal of Applied Probability and Statistics, 17 (1). pp. 101-133. ISSN 1930-6792

Bi-directional grid absorption barrier constrained stochastic processes with applications in finance and investment

Taranto, Aldo and Khan, Shahjahan 

 (2020) Bi-directional grid absorption barrier constrained stochastic processes with applications in finance and investment. Risk Governance & Control: Financial Markets & Institutions, 10 (3). pp. 20-33. ISSN 2077-429X

Bi-directional grid constrained stochastic processes and their applications in mathematical finance

Taranto, Aldo 

 (2022) Bi-directional grid constrained stochastic processes and their applications in mathematical finance. [Thesis (PhD/Research)]

Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading

Taranto, Aldo and Khan, Shahjahan 

 (2020) Bounds of Bi-Directional Grid Constrained Stochastic Processes in Mathematical Finance & Algorithmic Trading. In: Modern Stochastic Models and Problems of Actuarial Mathematics Conference (MAMMOTH 2020), 25 Sept 2020, Karshi, Uzbekistan.

Drawdown and Drawup of Bi-Directional Grid Constrained Stochastic Processes

Taranto, Aldo and Khan, Shahjahan 

 (2020) Drawdown and Drawup of Bi-Directional Grid Constrained Stochastic Processes. Journal of Mathematics and Statistics, 16 (1). pp. 182-197. ISSN 1549-3644

Gambler’s ruin problem and bi-directional grid constrained trading and investment strategies

Taranto, Aldo and Khan, Shahjahan 

 (2020) Gambler’s ruin problem and bi-directional grid constrained trading and investment strategies. Investment Management and Financial Innovations, 17 (3). pp. 54-66. ISSN 1810-4967

Hidden geometry of bidirectional grid-constrained stochastic processes

Taranto, Aldo and Khan, Shahjahan 

 (2021) Hidden geometry of bidirectional grid-constrained stochastic processes. Journal of Probability and Statistics, 2021:9944543. pp. 1-13. ISSN 1687-952X

Iterated logarithm bounds of bi-directional grid constrained stochastic processes

Taranto, Aldo and Khan, Shahjahan and Addie, Ron 

 (2021) Iterated logarithm bounds of bi-directional grid constrained stochastic processes. Global and Stochastic Analysis, 8 (3). pp. 19-39.