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!
| Publication | Date of Publication | Type |
|---|---|---|
| No-arbitrage implies power-law market impact and rough volatility | 2025-02-11 | Paper |
| Scaling limit for stochastic control problems in population dynamics Applied Mathematics and Optimization | 2023-04-27 | Paper |
| Optimal auction duration: a price formation viewpoint Operations Research | 2022-02-16 | Paper |
| Optimal market making with persistent order flow SIAM Journal on Financial Mathematics | 2021-11-05 | Paper |
| No‐arbitrage implies power‐law market impact and rough volatility Mathematical Finance | 2021-03-23 | Paper |
| Scaling limit for stochastic control problems in population dynamics (available as arXiv preprint) | 2019-11-02 | Paper |
| A fanning scheme for the parallel transport along geodesics on Riemannian manifolds SIAM Journal on Numerical Analysis | 2018-08-21 | Paper |
Research outcomes over time
This page was built for person: Paul Jusselin
