Kai Yuan

Columbia Business School - Decision Risk and Operations

New York, NY

United States

SCHOLARLY PAPERS

2

DOWNLOADS

814

SSRN CITATIONS

6

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

A Model for Queue Position Valuation in a Limit Order Book

Columbia Business School Research Paper No. 17-70
Number of pages: 33 Posted: 05 Jul 2017
Ciamac C. Moallemi and Kai Yuan
Columbia Business School - Decision Risk and Operations and Columbia Business School - Decision Risk and Operations
Downloads 456 (68,458)
Citation 3

Abstract:

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2.

Hidden Illiquidity with Multiple Central Counterparties

Number of pages: 32 Posted: 07 Nov 2014
Columbia Business School, Columbia Business School - Decision Risk and Operations and Columbia Business School - Decision Risk and Operations
Downloads 358 (91,000)
Citation 9

Abstract:

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Central clearing, swaps, systemic risk