Edit Profile Gayduk, Roman Compute Distance To: Compute Author ID: gayduk.roman Published as: Gayduk, Roman Documents Indexed: 3 Publications since 2018 Co-Authors 0 single-authored 3 Nadtochiy, Sergey Serials 1 Mathematics of Operations Research 1 SIAM Journal on Control and Optimization 1 Mathematical Finance Fields 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year Citations contained in zbMATH 2 Publications have been cited 7 times in 4 Documents Cited by ▼ Year ▼ Endogenous formation of limit order books: dynamics between trades. Zbl 1388.91144Gayduk, Roman; Nadtochiy, Sergey 4 2018 Liquidity effects of trading frequency. Zbl 1411.91501Gayduk, Roman; Nadtochiy, Sergey 3 2018 Endogenous formation of limit order books: dynamics between trades. Zbl 1388.91144Gayduk, Roman; Nadtochiy, Sergey 4 2018 Liquidity effects of trading frequency. Zbl 1411.91501Gayduk, Roman; Nadtochiy, Sergey 3 2018 all top 5 Cited by 8 Authors 2 Gayduk, Roman 2 Nadtochiy, Sergey 1 Bressan, Alberto 1 Mazzola, Marco 1 Schied, Alexander 1 Strehle, Elias 1 Wei, Hongxu 1 Zhang, Tao Cited in 4 Serials 1 Mathematics of Operations Research 1 SIAM Journal on Control and Optimization 1 Discrete and Continuous Dynamical Systems. Series B 1 SIAM Journal on Financial Mathematics Cited in 2 Fields 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Citations by Year