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Optimization and statistical methods for high frequency finance

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https://hal.archives-ouvertes.fr/hal-01109908
Contributor : Serena Benassù <>
Submitted on : Tuesday, January 27, 2015 - 10:56:24 AM
Last modification on : Friday, March 27, 2020 - 3:56:25 AM

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  • HAL Id : hal-01109908, version 1

Citation

M. Hoffmann, M. Labadie, C.-A. Lehalle, G. Pagès, H. Pham, et al.. Optimization and statistical methods for high frequency finance. Congrès SMAI 2013, 2013, Seignosse le Penon, France. pp.219-229. ⟨hal-01109908⟩

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