Optimization and statistical methods for high frequency finance
Date
2014Link to item file
https://hal.archives-ouvertes.fr/hal-01102785Dewey
Probabilités et mathématiques appliquéesSujet
High Frequency financeJEL code
G19Journal issue
ESAIM. Proceedings and SurveysVolume
45Publication date
2014Article pages
219-228Publisher
EDP sciencesCollections
Metadata
Show full item recordAuthor
Hoffmann, Marc
Labadie, Mauricio
Lehalle, Charles-Albert
Pagès, Gilles
Pham, Huyên
Rosenbaum, Mathieu