Concepedia

Adrien de Larrard

AD

Statistics

Publications

5

Citations

277

H-Index

5

Active since

2012

Affiliations

Université Paris Cité(Current)

Délégation Paris 7

Laboratoire de Probabilités et Modèles Aléatoires

University of California, Berkeley

University of Oxford

Adrien de Larrard is an author at Université Paris Cité specializing in business, economics, and asset pricing.

Top concepts

Publications per year

2012–2016

5

Publications

5

Price Dynamics in a Markovian Limit Order Market

Rama Cont, Adrien de Larrard · SIAM Journal on Financial Mathematics · 2013 · 130 citations · Full text

Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations

Rama Cont, Adrien de Larrard · SSRN Electronic Journal · 2012 · 53 citations · Full text

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Price Dynamics in a Markovian Limit Order Market

Rama Cont, Adrien de Larrard · SSRN Electronic Journal · 2012 · 47 citations · Full text

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Optimal placement in a limit order book: an analytical approach

Xin Guo, Adrien de Larrard, Zhao Ruan · Mathematics and Financial Economics · 2016 · 27 citations

, , +8

Optimal Placement in a Limit Order Book

Xin Guo, Adrien de Larrard, Zhao Ruan · SSRN Electronic Journal · 2013 · 20 citations · Full text

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