Sophie Laruelle

According to our database1, Sophie Laruelle authored at least 2 papers between 2011 and 2012.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
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Links

On csauthors.net:

Bibliography

2012
Stochastic approximation with averaging innovation applied to Finance.
Monte Carlo Methods Appl., 2012

2011
Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach.
SIAM J. Financial Math., 2011


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