Nombre de documents

4

CV de Fodra Pietro


Pré-publication, Document de travail3 documents

  • Pietro Fodra, Huyên Pham. Semi Markov model for market microstructure. number of pages: 25. 2013. <hal-00819269>
  • Pietro Fodra, Huyen Pham. High frequency trading in a Markov renewal model. 2013. <hal-00867113>
  • Pietro Fodra, Mauricio Labadie. High-frequency market-making with inventory constraints and directional bets. 2012. <hal-00675925v5>

Thèse1 document

  • Pietro Fodra. Modeling of the price microstructure and applications of stochastic control to algorithmic trading.. Computational Finance [q-fin.CP]. Université Paris 7 - Diderot, 2015. English. <tel-01161734>