Concepedia

Pierre Blanc

PB

4

Publications

252

Citations

4

H-Index

1992

Active since

Affiliations

CERMICS(Current)

Capital Fund Management (France)

Pierre Blanc is an author at CERMICS specializing in asset pricing, business, and engineering.

ORCID

Top concepts

Publications per year

1992–2016

4

Publications

4

Quadratic Hawkes processes for financial prices

Pierre Blanc, Jonathan Donier, Jean‐Philippe Bouchaud · Quantitative Finance · 2016 · 82 citations

Studies of coherent and diffuse x-ray scattering by porous silicon

Daniel Bellet, Gérard Dolino, Mireille Ligeon et al. · Journal of Applied Physics · 1992 · 81 citations

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Dynamic optimal execution in a mixed-market-impact Hawkes price model

Aurélien Alfonsi, Pierre Blanc · Finance and Stochastics · 2015 · 61 citations · Full text

, , +8

The fine structure of volatility feedback II: Overnight and intra-day effects

Pierre Blanc, Rémy Chicheportiche, Jean‐Philippe Bouchaud · Physica A Statistical Mechanics and its Applications · 2014 · 28 citations · Full text

, , +10

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