Thibault Jaisson

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
Volatility is rough	2024-09-06	Paper
Deep differentiable reinforcement learning and optimal trading Quantitative Finance	2022-07-22	Paper
Volatility is rough Quantitative Finance	2018-11-14	Paper
Volatility is rough Quantitative Finance	2018-11-14	Paper
Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics Quantitative Finance	2018-11-13	Paper
Market impact as anticipation of the order flow imbalance Quantitative Finance	2018-09-19	Paper
The different asymptotic regimes of nearly unstable autoregressive processes The Fascination of Probability, Statistics and their Applications	2017-01-16	Paper
Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes The Annals of Applied Probability	2016-12-09	Paper
An introduction to econophysics and quantitative finance European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys	2016-02-15	Paper
Limit theorems for nearly unstable Hawkes processes The Annals of Applied Probability	2015-04-27	Paper
Limit theorems for nearly unstable Hawkes processes The Annals of Applied Probability	2015-04-27	Paper

Research outcomes over time

This page was built for person: Thibault Jaisson