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Quantitative Regulation

Quantitative Regulation

Analytics and Models for Regulation at CMAP – École Polytechnique

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  • A note on Almgren-Chriss optimal execution problem with geometric Brownian motion

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Mathieu Rosenbaum and Jim Gatheral won Quant of the Year – Risk Awards 2021

Quants of the year – Jim Gatheral and Mathieu Rosenbaum

Posted on 2021-02-012022-09-29Author adminCategories Events, People, Rough Volatility

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