C. Hure

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icon company Université Paris 7 icon location Paris icon location PhD student. Interested in numerics, stochastic control problems, algo trading, reinforcement learning, BSDEs, quantization.

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LOB_AlgoTrading

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Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.01446

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