Concepedia
Statistics
Publications
58
Citations
2.3K
H-Index
27
Active since
1999
Affiliations
University of Toronto(Current)
University of Oxford
Quantitative BioSciences
Fields Institute for Research in Mathematical Sciences
University College London
Sebastian Jaimungal is an author at University of Toronto specializing in business, finance, and financial economics.
Publications per year
1999–2023
Buy Low, Sell High: A High Frequency Trading Perspective
Álvaro Cartea, Sebastian Jaimungal, Jason Ricci · SIAM Journal on Financial Mathematics · 2014 · 186 citations
Business, Economics, Finance +15
Fourier space time-stepping for option pricing with Lévy models
Kenneth R. Jackson, Sebastian Jaimungal, Vladimir Surkov · The Journal of Computational Finance · 2008 · 150 citations
Business, Economics, Finance +17
Incorporating order-flow into optimal execution
Álvaro Cartea, Sebastian Jaimungal · Mathematics and Financial Economics · 2016 · 131 citations
Computing, Computer Science, Supply Chain Management +11
Catastrophe options with stochastic interest rates and compound Poisson losses
Sebastian Jaimungal, Tao Wang · Insurance Mathematics and Economics · 2006 · 116 citations
Business, Economics, Finance +16
Algorithmic Trading with Model Uncertainty
Álvaro Cartea, Ryan Donnelly, Sebastian Jaimungal · SIAM Journal on Financial Mathematics · 2017 · 103 citations · Full text
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