The list of publications of the laboratory can be found here and there on the HAL publication server.
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Books
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Books sections
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Infos
- Seminar – Alexandre Teplyaev – 13/06/19
- Seminar – Wassila Ouerdane – 23/05/19
- Seminar- Myriam Tami – 18/04/19
- Seminar – Jeffrey Rauch – 08/03/19
- Seminar – Stefano Zacchiroli – 07/02/19
- Seminar – Ludovic Goudenège – 17/01/19
- Seminar I.A – Régis Pierrard – 22/01/19
- Seminar – Vincent Bansaye – 04/12/18
- Seminar – Marina Rynkovskaya – 22/11/18
- Seminar – Laurent Chevillard (2/2)
New Publications
- Dynamical regularities of US equities opening and closing auctions
- Market Impact: A Systematic Study of the High Frequency Options Market
- MetAcsl: Specification and Verification of High-Level Properties
- Large large-trader activity weakens the long memory of limit order markets
- Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions
- Penalisation techniques for one-dimensional reflected rough differential equations
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process
- Cauchy Problem for the Kuznetsov Equation
- Causality in financial markets : time reversal asymmetry and multi-scale lead-lag networks
- Exponential ergodicity for diffusions with jumps driven by a Hawkes process
