Fabien Guilbaud

Follow

Generating author description...

All published works

Action	Title	Year	Authors
+ PDF Chat	Optimal High-Frequency Trading in a Pro-Rata Microstructure with Predictive Information	2023	Fabien Guilbaud Huyên Pham
+ PDF Chat	OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION	2013	Fabien Guilbaud Huyên Pham
+ PDF Chat	Optimal high-frequency trading with limit and market orders	2012	Fabien Guilbaud Huyên Pham
+ PDF Chat	Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information	2012	Fabien Guilbaud Huyên Pham
+ PDF Chat	Optimal High-Frequency Trading in a Pro-Rata Microstructure with Predictive Information	2012	Fabien Guilbaud Huyên Pham
+	Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information	2012	Fabien Guilbaud Huyên Pham
+	Optimal High Frequency Trading with limit and market orders	2011	Fabien Guilbaud Huyên Pham
+ PDF Chat	Optimal High Frequency Trading with Limit and Market Orders	2011	Fabien Guilbaud Huyên Pham
+	Optimal High Frequency Trading with limit and market orders	2011	Fabien Guilbaud Huyên Pham
+ PDF Chat	Numerical Methods for an Optimal Order Execution Problem	2010	Fabien Guilbaud Mohamed Mnif Huyên Pham

Common Coauthors

Coauthor	Papers Together
Huyên Pham	5
Huyên Pham	3
Huyên Pham	2
Mohamed Mnif	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	The Limit Order Book: A Survey	2010	Martin Gould Mason A. Porter Stacy Williams Mark McDonald Daniel J. Fenn Sam Howison	6
+	Convergence of approximation schemes for fully nonlinear second order equations	1991	Guy Barles Panagiotis E. Souganidis	6
+ PDF Chat	Price Dynamics in a Markovian Limit Order Market	2013	Rama Cont Adrien de Larrard	3
+ PDF Chat	LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY	2012	Erhan Bayraktar Michael Ludkovski	3
+ PDF Chat	Optimal High Frequency Trading with Limit and Market Orders	2011	Fabien Guilbaud Huyên Pham	2
+	Econophysics: Empirical facts and agent-based models	2009	Anirban Chakraborti Ioane Muni Toke Marco Patriarca Frédéric Abergel	2
+	Convergence of approximation schemes for fully nonlinear second order equations	1990	Guy Barles Panagiotis E. Souganidis	2
+	Liquidation in Limit Order Books with Controlled Intensity	2011	Erhan Bayraktar Michael Ludkovski	2
+ PDF Chat	Price Dynamics in a Markovian Limit Order Market	2012	Rama Cont Adrien de Larrard	2
+ PDF Chat	Optimal Portfolio Liquidation with Execution Cost and Risk	2010	Idris Kharroubi Huyên Pham	2
+	User’s guide to viscosity solutions of second order partial differential equations	1992	Michael G. Crandall Hitoshi Ishii Pierre-Louis Lions	2
+ PDF Chat	Optimal high-frequency trading with limit and market orders	2012	Fabien Guilbaud Huyên Pham	1
+ PDF Chat	More Statistical Properties of Order Books and Price Impact	2002	Marc Potters Jean‐Philippe Bouchaud	1
+	Optimal Quantization Methods and Applications to Numerical Problems in Finance	2004	Gilles Pagès Huyên Pham Jacques Printems	1