Fabien Guilbaud (LPMA)

Identifiers

• name variant Fabien Guilbaud (LPMA) 0.60 · backfill

Papers (2)

1. Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information q-fin.TR · 2012 · author #1
2. Optimal High Frequency Trading with limit and market orders q-fin.TR · 2011 · author #1

Mentions

• 1205.3051 #1 · backfill · confidence 0.70 Fabien Guilbaud (LPMA)
• 1106.5040 #1 · backfill · confidence 0.70 Fabien Guilbaud (LPMA)

Frequent Coauthors

• CREST) 2 shared papers
• Huy\^en Pham (LPMA 1 shared papers
• Huyen Pham (LPMA 1 shared papers