Frederic Abergel

Available identifiers

zbMath Open abergel.fredericWikidataQ102230834 ScholiaQ102230834MaRDI QIDQ919184

List of research outcomes

Publication	Date of Publication	Type
Market impact: a systematic study of the high frequency options market	2021-12-01	Paper
Algorithmic trading in a microstructural limit order book model	2020-12-07	Paper
Challenging the robustness of optimal portfolio investment with moving average-based strategies	2019-03-06	Paper
Forecasting trends with asset prices	2018-11-19	Paper
High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration	2018-11-14	Paper
Non-linear filtering and optimal investment under partial information for stochastic volatility models	2018-07-13	Paper
PERFORMANCE ANALYSIS OF THE OPTIMAL STRATEGY UNDER PARTIAL INFORMATION	2017-04-13	Paper
Long-Time Behavior of a Hawkes Process--Based Limit Order Book	2015-12-09	Paper
Modelling Bid and Ask Prices Using Constrained Hawkes Processes: Ergodicity and Scaling Limit	2015-01-20	Paper
Optimizing a basket against the efficient market hypothesis	2014-02-08	Paper
A MATHEMATICAL APPROACH TO ORDER BOOK MODELING	2013-10-21	Paper
Gradient blow-up in Zygmund spaces for the very weak solution of a linear elliptic equation	2013-04-24	Paper
Stationary free surface viscous flows without surface tension in three dimensions.	2013-04-09	Paper
The times change: multivariate subordination. Empirical facts	2012-06-25	Paper
Nonquadratic Local Risk-Minimization for Hedging Contingent Claims in Incomplete Markets	2011-06-21	Paper
A nonlinear partial integro-differential equation from mathematical finance	2010-06-23	Paper
https://portal.mardi4nfdi.de/entity/Q4264570	2003-03-20	Paper
https://portal.mardi4nfdi.de/entity/Q4284526	1999-09-23	Paper
Local existence and uniqueness of a stefan problem with surface tension	1997-10-22	Paper
Well-posedness for a cauchy problem associated to time dependent free boundaries with nonlocal leading terms	1996-11-25	Paper
Study of a nonlinear elliptic-parabolic equation with measures as data: Existence regularity and behaviour near a singularity	1996-10-29	Paper
Existence of smooth, stationary interfaces for Marangoni-type flow	1996-10-01	Paper
https://portal.mardi4nfdi.de/entity/Q4281216	1994-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q4307912	1994-10-04	Paper
A geometric approach to the study of stationary free surface flows for viscous liquids	1994-01-21	Paper
On a Dissolution-Growth Problem with Surface Tension in the Neighborhood of a Stationary Solution	1993-06-29	Paper
Some optimal control problems of multistate equations appearing in fluid mechanics	1993-05-04	Paper
A mathematical theory for viscous, free-surface flows over a perturbed plane	1992-08-03	Paper
https://portal.mardi4nfdi.de/entity/Q4711171	1992-06-25	Paper
Existence and finite dimensionality of the global attractor for evolution equations on unbounded domains	1990-01-01	Paper
On some control problems in fluid mechanics	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3828599	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3828600	1989-01-01	Paper
Attractor for a Navier-Stokes flow in an unbounded domain	1989-01-01	Paper
Optimality Conditions for Some Nonqualified Problems of Distributed Control	1989-01-01	Paper
A non-well-posed problem in convex optimal control	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3814284	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3814285	1986-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Frederic Abergel