- Research
interests
- Market microstructure,
especially models of continuous double
auction
- Models of human decision
- Publications
- Teaching
- Selected conferences
-
QMF Sydney
2006, December 13-16, 2006, Sydney, Australia
- WEHIA
2005, June 13-15, 2005, University of
Essex, UK
-
The
Microstructure of Equity and Currency
Markets, September
9-10, 2005, Oslo
- Past
research
- Stochastic
Programming
- Static models with random
demand and supply curves
- “Borderlines” of
mathematics
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