Joaquin Fernandez-Tapia
Ph.D. Université Pierre-et-Marie-Curie - Paris VI 2015
Dissertation:
Modeling, optimization and estimation for the on-line control of trading algorithms in limit-order markets
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Gilles Pagès
Advisor 2: Charles-Albert Lehalle
No students known.
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