Pierre Blanc

Identifiers

• name variant Pierre Blanc 0.60 · backfill

Papers (4)

1. Quadratic Hawkes processes for financial prices q-fin.TR · 2015 · author #1
2. Extension and calibration of a Hawkes-based optimal execution model q-fin.TR · 2015 · author #2
3. Dynamic optimal execution in a mixed-market-impact Hawkes price model q-fin.TR · 2014 · author #2
4. The fine structure of volatility feedback II: overnight and intra-day effects q-fin.ST · 2013 · author #1

Mentions

• 1404.0648 #2 · backfill · confidence 0.70 Pierre Blanc
• 1309.5806 #1 · backfill · confidence 0.70 Pierre Blanc

Frequent Coauthors

• Aur\'elien Alfonsi 2 shared papers
• Jean-Philippe Bouchaud 2 shared papers
• Jonathan Donier 1 shared papers
• R\'emy Chicheportiche 1 shared papers