4. Economy
  5. Quantitative Finance
  6. Portfolio Management

Paul Gassiat

Economy – Quantitative Finance – Portfolio Management

Scientist

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Scientist

PMA

Investment/consumption problem in illiquid markets with regime-switching

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Optimal investment on finite horizon with random discrete order flow in illiquid markets

Economy – Quantitative Finance – Portfolio Management
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Time discretization and quantization methods for optimal multiple switching problem

Mathematics – Probability
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