Market Making and Incentives Design in the Presence of a Dark Pool: A Stackelberg Actor–Critic Approach von Baldacci, Bastien, Manziuk, Iuliia, Mastrolia, Thibaut, Rosenbaum, Mathieu

Volltext

Governmental incentives for green bonds investment von Baldacci, Bastien, Possamaï, Dylan

Volltext

Algorithmic market making for options von Baldacci, Bastien, Bergault, Philippe, Guéant, Olivier

Volltext

A Mean-Field Game of Market-Making against Strategic Traders von Baldacci, Bastien, Bergault, Philippe, Possamaï, Dylan

Volltext

On Bid and Ask Side-Specific Tick Sizes von Baldacci, Bastien, Bergault, Philippe, Derchu, Joffrey, Rosenbaum, Mathieu

Volltext

Optimal Make-Take Fees in a Multi Market-Maker Environment von Baldacci, Bastien, Possamai, Dylan, Rosenbaum, Mathieu

Volltext

Quantitative finance at the microstructure scale : algorithmic trading and regulation von Baldacci, Bastien

Volltext bestellen

High-frequency dynamics of the implied volatility surface von Baldacci, Bastien

Volltext bestellen

Optimal incentives in a limit order book: a SPDE control approach von Baldacci, Bastien, Bergault, Philippe

Volltext bestellen

Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts von Baldacci, Bastien, Bergault, Philippe, Guéant, Olivier

Volltext bestellen

Governmental incentives for green bonds investment von Baldacci, Bastien, Possamaï, Dylan

Volltext bestellen

Adaptive trading strategies across liquidity pools von Baldacci, Bastien, Manziuk, Iuliia

Volltext bestellen

A note on Almgren-Chriss optimal execution problem with geometric Brownian motion von Baldacci, Bastien, Benveniste, Jerome

Volltext bestellen

High-frequency dynamics of the implied volatility surface von Baldacci, Bastien

Volltext

A mean-field game of market-making against strategic traders von Baldacci, Bastien, Bergault, Philippe, Possamaï, Dylan

Volltext bestellen

Optimal incentives in a limit order book: a SPDE control approach von Baldacci, Bastien, Bergault, Philippe

Volltext

Optimal Turnover, Liquidity, and Autocorrelation von Baldacci, Bastien, Benveniste, Jerome, Ritter, Gordon

Volltext bestellen

Liquidity Stress Testing using Optimal Portfolio Liquidation von Weber, Mike, Manziuk, Iuliia, Baldacci, Bastien

Volltext bestellen

Optimal trading without optimal control von Baldacci, Bastien, Benveniste, Jerome, Ritter, Gordon

Volltext bestellen

An approximate solution for options market-making in high dimension von Baldacci, Bastien, Derchu, Joffrey, Manziuk, Iuliia

Volltext bestellen