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 – 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)
- Seminar – Laurent Chevillard (1/2)
- Seminar – Frédéric Lagoutière – 18/10/18
- 13/09/18 – Mehdi Senouci
- 14/06/18 – Ramon Pino Pérez
New Publications
- Market Impact: A Systematic Study of the High Frequency Options Market
- Penalisation techniques for one-dimensional reflected rough differential equations
- Cauchy Problem for the Kuznetsov Equation
- Large large-trader activity weakens the long memory of limit order markets
- MetAcsl: Specification and Verification of High-Level Properties
- Dynamical regularities of US equities opening and closing auctions
- Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctions
- Dirichlet-to-Neumann or Poincaré-Steklov operator on fractals described by d -sets
- Analyzing order flows in limit order books with ratios of Cox-type intensities
- A new Direct Connected Component Labeling and Analysis Algorithms for GPUs
