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Pietro Fodra
Publication Activity (10 Years)
Years Active: 2015-2015
Publications (10 Years): 0
Top Topics
Markov Chain
High Frequency
Multi Objective
Graphical Models
Top Venues
SIAM J. Financial Math.
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Publications
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Pietro Fodra
,
Huyên Pham
High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model.
SIAM J. Financial Math.
6 (1) (2015)