Pierre Blanc
From MaRDI portal
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 |
|---|---|---|
| Quadratic Hawkes processes for financial prices Quantitative Finance | 2018-11-19 | Paper |
| The fine structure of volatility feedback. II: Overnight and intra-day effects Physica A | 2018-09-20 | Paper |
| Dynamic optimal execution in a mixed-market-impact Hawkes price model Finance and Stochastics | 2016-03-29 | Paper |
Research outcomes over time
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