Working Papers

2019

2018

2017

2016

  • D'Hondt, Catherine and Moyaert, Thibaut. Detecting and Forecasting High Volume Price Impact in the Stock Market, 2016. http://hdl.handle.net/2078.1/143316

  • Brigo, Damiano ; Jeanblanc, Monique and Vrins, Frédéric. SDEs with Uniform Distributions : Peacocks, Conic Martingales and Mean Reverting Uniform Diffusions (CORE Discussion Paper; 2016/46), 2016. 16 p. http://hdl.handle.net/2078.1/179270

  • Petitjean, Mikael and Vrins, Frédéric. Win or Lose for Life ? Regards croisés sur les jeux de hasard et les produits structurés (ILSM; 2016/18), 2016. 34 p. http://hdl.handle.net/2078.1/196193

2015

2014