Blog Feed

Regime-switching models (RSM) have been recently used in the literature as alternatives to the Black-Scholes model. Several authors favor RSM as being more realistic since, by construction, they model those exogenous macroeconomic cycles against which asset prices evol...

Please reload


In this space I publish posts and news related to my academic and professional activities. 

À l'affiche

Simulator Models for the Limit Order Book Dynamics and their Applications

December 3, 2016

Please reload


Please reload

Recent Posts

Please reload



  • LinkedIn Social Icon
  • Twitter Social Icon

Department of Mathematics and Statistics

University of Montreal

© 2016 by Manuel Morales.

  • Twitter Clean Grey
  • LinkedIn Clean Grey