Fabrizio Pomponio

Ecole Centrale Paris and BNP Paribas Equity & Derivatives Quantitative Research & Development, Paris

fabrizio.pomponio <at> ecp.fr

Papers


2011-32	Ioane Muni Toke and Fabrizio Pomponio Modelling Trades-Through in a Limited Order Book Using Hawkes Processes August 15, 2011 \| downloads: 1171 \| JEL: C32, C51, G14 \| 3 comments \| journal article
2012-22	Ioane Muni Toke and Fabrizio Pomponio Modelling Trades-Through in a Limit Order Book Using Hawkes Processes June 14, 2012 \| downloads: 1667 \| JEL: C32, C51, G14 \| 1 citations (RePEc)