Sophie Laruelle

Publication Activity (10 Years)

Years Active: 2011-2012
Publications (10 Years): 0

Top Topics

Stochastic Approximation

Top Venues

Monte Carlo Methods Appl.

Publications

Sophie Laruelle, Gilles Pagès
Stochastic approximation with averaging innovation applied to Finance. Monte Carlo Methods Appl. 18 (1) (2012)
Sophie Laruelle, Charles-Albert Lehalle, Gilles Pagès
Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach. SIAM J. Financial Math. 2 (1) (2011)