Vath, Vathana Ly
- Optimal Execution under Incomplete Information
2024/11/07 by Chevalier, Etienne, Hafsi, Yadh, Vath, Vathana Ly · 3 citations
#FOS: Economics and business #Mathematical Finance (q-fin.MF) #Trading and Market Microstructure (q-fin.TR)
- Uncovering Market Disorder and Liquidity Trends Detection
2023/10/13 by Etienne Chevalier, Chevalier, Etienne, Yadh Hafsi +3 · 2 citations
Mathematics · #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Point processes and geometric inequalities #Trading and Market Microstructure (q-fin.TR)