Frédéric Abergel
Frédéric Abergel
Professor, Chair of quantitative finance, CentraleSupélec
Email verificata su centralesupelec.fr - Home page
Titolo
Citata da
Citata da
Anno
On some control problems in fluid mechanics
F Abergel, R Temam
Theoretical and Computational Fluid Dynamics 1 (6), 303-325, 1990
5491990
Econophysics review: I. Empirical facts
A Chakraborti, IM Toke, M Patriarca, F Abergel
Quantitative Finance 11 (7), 991-1012, 2011
2922011
Econophysics review: II. Agent-based models
A Chakraborti, IM Toke, M Patriarca, F Abergel
Quantitative Finance 11 (7), 1013-1041, 2011
2192011
Existence and finite dimensionality of the global attractor for evolution equations on unbounded domains
F Abergel
Journal of Differential Equations 83 (1), 85-108, 1990
1341990
A mathematical approach to order book modeling
F Abergel, A Jedidi
International Journal of Theoretical and Applied Finance 16 (05), 1350025, 2013
1022013
Some optimal control problems of multistate equations appearing in fluid mechanics
F Abergel, E Casas
ESAIM: Mathematical Modelling and Numerical Analysis-Modélisation …, 1993
721993
Attractor for a Navier-Stokes flow in an unbounded domain
F Abergel
ESAIM: Mathematical Modelling and Numerical Analysis 23 (3), 359-370, 1989
591989
High frequency lead/lag relationships—Empirical facts
N Huth, F Abergel
Journal of Empirical Finance 26, 41-58, 2014
562014
Econophysics of systemic risk and network dynamics
F Abergel, BK Chakrabarti, A Chakraborti, A Ghosh
Springer Science & Business Media, 2012
55*2012
Long-time behavior of a Hawkes process--based limit order book
F Abergel, A Jedidi
SIAM Journal on Financial Mathematics 6 (1), 1026-1043, 2015
512015
Limit order books
F Abergel, M Anane, A Chakraborti, A Jedidi, IM Toke
Cambridge University Press, 2016
462016
Market microstructure: confronting many viewpoints
F Abergel, JP Bouchaud, T Foucault, CA Lehalle, M Rosenbaum
John Wiley & Sons, 2012
372012
Econophysics of order-driven markets
F Abergel, BK Chakrabarti, A Chakraborti, M Mitra
Springer Science & Business Media, 2011
362011
A mathematical theory for viscous, free-surface flows over a perturbed plane
F Abergel, JL Bona
Archive for rational mechanics and analysis 118 (1), 71-93, 1992
361992
Price jump prediction in limit order book
B Zheng, E Moulines, F Abergel
arXiv preprint arXiv:1204.1381, 2012
352012
Modelling bid and ask prices using constrained Hawkes processes: Ergodicity and scaling limit
B Zheng, F Roueff, F Abergel
SIAM Journal on Financial Mathematics 5 (1), 99-136, 2014
302014
A nonlinear partial integro-differential equation from mathematical finance
F Abergel, R Tachet
282010
Econophysics: Empirical facts and agent-based models
A Chakraborti, IM Toke, M Patriarca, F Abergel
arXiv preprint arXiv:0909.1974, 2009
232009
Option pricing and hedging with liquidity costs and market impact
F Abergel, G Loeper
Econophysics and Sociophysics: Recent Progress and Future Directions, 19-40, 2017
18*2017
Optimality conditions for some nonqualified problems of distributed control
F Abergel, R Temam
SIAM journal on control and optimization 27 (1), 1-12, 1989
181989
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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