Damien Challet
2
Documents
Présentation
Full professor at Laboratory of Mathematics in Interaction with Computer Science, CentraleSupélec, Université Paris Saclay
Publications
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Equity auction dynamics: latent liquidity models with activity acceleration2024
Pré-publication, Document de travail
hal-04391810v1
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Price impact in equity auctions: zero, then linear2023
Pré-publication, Document de travail
hal-03938660v2
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