Paul Jusselin

Publication Activity (10 Years)

Years Active: 2018-2021
Publications (10 Years): 3

Top Topics

Dynamic Programming

Riemannian Manifolds

Top Venues

SIAM J. Numer. Anal.

SIAM J. Financial Math.

Publications

Paul Jusselin, Thibaut Mastrolia, Mathieu Rosenbaum
Optimal Auction Duration: A Price Formation Viewpoint. Oper. Res. 69 (6) (2021)
Paul Jusselin
Optimal Market Making with Persistent Order Flow. SIAM J. Financial Math. 12 (3) (2021)
Maxime Louis, Benjamin Charlier, Paul Jusselin, Susovan Pal, Stanley Durrleman
A Fanning Scheme for the Parallel Transport along Geodesics on Riemannian Manifolds. SIAM J. Numer. Anal. 56 (4) (2018)