Author Page for Josh Reed

Josh Reed

New York University (NYU) - Department of Information, Operations, and Management Sciences

Assistant Professor of Information, Operations & MGMT Sciences

44 West Fourth Street

New York, NY 10012

United States

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Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity

Algorithmic Finance, Vol. 1, No. 1, 2011

Number of pages: 10 Posted: 14 Oct 2010 Last Revised: 11 Oct 2012

Marco Avellaneda, Josh Reed and Sasha Stoikov

New York University (NYU) - Courant Institute of Mathematical Sciences, New York University (NYU) - Department of Information, Operations, and Management Sciences and Cornell Financial Engineering Manhattan

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Citation 2

Abstract:

Large-Scale Bundle Size Pricing: A Theoretical Analysis

Number of pages: 76 Posted: 28 Jan 2017 Last Revised: 13 Aug 2017

Tarek Abdallah, Arash Asadpour and Josh Reed

New York University, Department of Information, Operations, and Management Sciences, Students, New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Information, Operations, and Management Sciences

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Josh Reed

New York University (NYU) - Department of Information, Operations, and Management Sciences

Assistant Professor of Information, Operations & MGMT Sciences

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Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity

Abstract:

Large-Scale Bundle Size Pricing: A Theoretical Analysis

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