Sophie Laruelle

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
Nonlinear randomized urn models: a stochastic approximation viewpoint Electronic Journal of Probability	2019-09-19	Paper
Nonlinear randomized urn models: a stochastic approximation viewpoint Electronic Journal of Probability	2019-09-19	Paper
Addendum and corrigendum to: ``Randomized urn models revisited using stochastic approximation. The Annals of Applied Probability	2017-08-08	Paper
On two numerical problems in applied probability : discretization of Stochastic Differential Equations and optimization of an expectation depending on a parameter ESAIM: Proceedings	2015-11-17	Paper
Randomized urn models revisited using stochastic approximation The Annals of Applied Probability	2013-09-05	Paper
Randomized urn models revisited using stochastic approximation The Annals of Applied Probability	2013-09-05	Paper
Optimal posting price of limit orders: learning by trading Mathematics and Financial Economics	2013-08-06	Paper
Stochastic approximation with averaging innovation applied to finance Monte Carlo Methods and Applications	2012-05-07	Paper
Optimal split of orders across liquidity pools: a stochastic algorithm approach SIAM Journal on Financial Mathematics	2012-04-19	Paper

Research outcomes over time

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