Adrien De Larrard

Identifiers

• name variant Adrien De Larrard 0.60 · backfill

Papers (3)

1. Order book dynamics in liquid markets: limit theorems and diffusion approximations q-fin.TR · 2012 · author #2
2. Price dynamics in a Markovian limit order market q-fin.TR · 2011 · author #2
3. The economic default time and the Arcsine law q-fin.RM · 2010 · author #3

Mentions

• 1202.6412 #2 · backfill · confidence 0.70 Adrien De Larrard
• 1104.4596 #2 · backfill · confidence 0.70 Adrien De Larrard
• 1012.0843 #3 · backfill · confidence 0.70 Adrien De Larrard

Frequent Coauthors

• Rama Cont 2 shared papers
• Robert A Jarrow 1 shared papers
• Xin Guo 1 shared papers