Mauricio Labadie

Identifiers

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Papers (3)

1. High-frequency market-making for multi-dimensional Markov processes q-fin.TR · 2013 · author #2
2. High-frequency market-making with inventory constraints and directional bets q-fin.TR · 2012 · author #2
3. Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall q-fin.TR · 2012 · author #1

Mentions

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Frequent Coauthors

• Pietro Fodra 2 shared papers
• Charles-Albert Lehalle 1 shared papers