Workshop du 22 octobre 2009 au matin

La prochaine édition du Workshop aura lieu le 22 octobre au matin, au Collège de france.



Les intervenants:

• Thierry Foucault [HEC], Competition between trading platforms : do make-take fees matter ? (joint work with J.E. Colliard)


• Sophie Laruelle & Gilles Pagès [LPMA] Optimal Split of Orders across Liquidity Pools : A Stochastic Algorithm Approach (joint work with C.A. Lehalle)


• Olivier Guéant [CEREMADE] & Adrian Iuga [ENS] Control led simulation of high frequency markets : a Mean Field Game approach (joint work with C.A. Lehalle)


• Jose Scheinkman [Princeton], Market and Public Liquidity (joint work with P. Bolton and T. Santos)