The following pages link to Charles-Albert Lehalle (Q300837):
Displayed 19 items.
- Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838) (← links)
- Dealing with the inventory risk: a solution to the market making problem (Q367376) (← links)
- Mean field game of controls and an application to trade crowding (Q1648897) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
- Optimal Control of Trading Algorithms: A General Impulse Control Approach (Q3006714) (← links)
- Optimization and statistical methods for high frequency finance (Q3465859) (← links)
- CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS (Q3580184) (← links)
- Mini-symposium on automatic differentiation and its applications in the financial industry (Q4606420) (← links)
- Optimal Portfolio Liquidation with Limit Orders (Q4902233) (← links)
- Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
- Transaction cost analytics for corporate bonds (Q5092645) (← links)
- Co-impact: crowding effects in institutional trading activity (Q5121489) (← links)
- Real-time market microstructure analysis: online transaction cost analysis (Q5245456) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- Simulating and Analyzing Order Book Data: The Queue-Reactive Model (Q5367351) (← links)
- Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach (Q5388695) (← links)
- Machine Learning and Data Sciences for Financial Markets (Q5879485) (← links)
- Improving reinforcement learning algorithms: Towards optimal learning rate policies (Q6196297) (← links)