Home
  • Publications
    • Publications
    • Authors
    • Institutions
    • Journals
  • Rankings
    • Authors
    • Institutions
    • Journals
  • About
    • FAQ
    • Links
    • Contacts
      PT
  • Sign in

Author

Name:
Yannick Malevergne
Article 1:

A Simple Microstructure Model Based on the Cox-BESQ Process with Application to Optimal Execution Policy
José da Fonseca, Yannick Malevergne
Journal of Economic Dynamics and Control, vol. 128, 2021, p. .

Back