Fabien Guilbaud

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal high-frequency trading in a pro rata microstructure with predictive information
Mathematical Finance
2015-07-15Paper
Optimal high-frequency trading with limit and market orders
Quantitative Finance
2014-02-08Paper


Research outcomes over time


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