Sophie Laruelle

Available identifiers

zbMath Open laruelle.sophieMaRDI QIDQ363848

List of research outcomes

Publication	Date of Publication	Type
Nonlinear randomized urn models: a stochastic approximation viewpoint	2019-09-19	Paper
Addendum and corrigendum to: ``Randomized urn models revisited using stochastic approximation.	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	2015-11-17	Paper
Randomized urn models revisited using stochastic approximation	2013-09-05	Paper
Optimal posting price of limit orders: learning by trading	2013-08-06	Paper
Stochastic approximation with averaging innovation applied to finance	2012-05-07	Paper
Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach	2012-04-19	Paper

Research outcomes over time

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