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Guilbaud, Fabien's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,107 |
Total
Citations
6 |
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1.
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Guilbaud, Fabien
University of Paris 7 Denis Diderot Pham, Huyên
University of Paris 7 Denis Diderot
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754
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5
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Market making, limit order book, inventory risk, point process, stochastic control
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2.
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Guilbaud, Fabien
University of Paris 7 Denis Diderot Pham, Huyên
University of Paris 7 Denis Diderot
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16 Apr 12
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Last Revised:
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07 May 12
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216
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1
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Market making, limit order book, pro-rata microstructure, inventory risk, marked point process, stochastic control
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3.
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Guilbaud, Fabien
University of Paris 7 Denis Diderot Mnif, Mohamed
Ecole Nationale d'Ingénieurs de Tunis (ENIT) Pham, Huyên
University of Paris 7 Denis Diderot
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137
(105,989)
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Optimal Liquidation, Impulse Control Problem, Quasi-Variational Inequality, Explicit Backward Scheme, Quantization Method, Viscosity Solutions
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Records 1 -
3
of 3 matches
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