Paul Jusselin

According to our database, Paul Jusselin authored at least 4 papers between 2018 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Optimal Market Making with Persistent Order Flow.

Paul Jusselin

SIAM J. Financial Math., 2021

Optimal Auction Duration: A Price Formation Viewpoint.

Paul Jusselin, Thibaut Mastrolia, Mathieu Rosenbaum

Oper. Res., 2021

2020

Some aspects of the central role of financial market microstructure : Volatility dynamics, optimal trading and market design. (Quelques aspects du rôle central de la microstructure des marchés financiers : dynamique de la volatilité, trading optimal et organisation des marchés).

Paul Jusselin

PhD thesis, 2020

2018

A Fanning Scheme for the Parallel Transport along Geodesics on Riemannian Manifolds.

Maxime Louis, Benjamin Charlier, Paul Jusselin, Susovan Pal, Stanley Durrleman

SIAM J. Numer. Anal., 2018