Derick Diana

Orcid: 0000-0002-3090-3812

According to our database¹, Derick Diana authored at least 2 papers between 2023 and 2025.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2025

Non-uniformly sampled simulated price impact of an order-book.

[DOI]

J. Comput. Appl. Math., 2025

2023

Anomalous diffusion and price impact in the fluid-limit of an order book.

[DOI]

CoRR, 2023