4. Economy
  5. Quantitative Finance
  6. Risk Management

Adrien de Larrard

Economy – Quantitative Finance – Risk Management

Scientist

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Scientist

Order book dynamics in liquid markets: limit theorems and diffusion approximations

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Price dynamics in a Markovian limit order market

Economy – Quantitative Finance – Trading and Market Microstructure
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The economic default time and the Arcsine law

Economy – Quantitative Finance – Risk Management
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Profile ID: LFWR-SCP-P-147497

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