| Optimal control of trading algorithms: a general impulse control approach B Bouchard, NM Dang, CA Lehalle SIAM Journal on financial mathematics 2 (1), 404-438, 2011 | 102 | 2011 |
| A multifractal mass transference principle for Gibbs measures with applications to dynamical Diophantine approximation AH Fan, J Schmeling, S Troubetzkoy Proceedings of the London Mathematical Society 107 (5), 1173-1219, 2013 | 53 | 2013 |
| Generalized stochastic target problems for pricing and partial hedging under loss constraints—application in optimal book liquidation B Bouchard, NM Dang Finance and Stochastics 17, 31-72, 2013 | 35 | 2013 |
| Optimal control under uncertainty and bayesian parameters adjustments N Baradel, B Bouchard, NM Dang SIAM Journal on Control and Optimization 56 (2), 1038-1057, 2018 | 17 | 2018 |
| Optimal execution with transient impact NM Dang Market Microstructure and Liquidity 3 (01), 1750008, 2017 | 16 | 2017 |
| Optimal control versus stochastic target problems: an equivalence result B Bouchard, NM Dang Systems & control letters 61 (2), 343-346, 2012 | 15 | 2012 |
| Rigorous post-trade market impact measurement and the price formation process CA Lehalle, NM Dang Trading 2010 (1), 108-114, 2010 | 15 | 2010 |
| Context-aware applications using personal sensors J Subercaze, P Maret, NM Dang, K Sasaki 2nd International ICST Conference on Body Area Networks, 2007 | 10 | 2007 |
| Optimal trading with online parameter revisions N Baradel, B Bouchard, NM Dang Market microstructure and liquidity 2 (03n04), 1750003, 2016 | 9 | 2016 |
| Using Short-Term Predictions for Participation-Rate Driven Trading Algorithms NM Dang, CA Lehalle Available at SSRN 2183682, 2012 | 2 | 2012 |
| Intraday Volume Curve Prediction NM Dang Available at SSRN 3732773, 2015 | | 2015 |
| Dynamic Execution of VWAP Orders with Short-Term Predictions NM Dang, Y Chen Available at SSRN 2366177, 2013 | | 2013 |
| Contrôle stochastique appliqué à la finance NM Dang Economics Thesis from University Paris Dauphine, 2011 | | 2011 |
bruno bouchardUniversité Paris Dauphine - PSLПотвърден имейл адрес: ceremade.dauphine.fr
