| Dealing with the inventory risk: a solution to the market making problem O Guéant, CA Lehalle, J Fernandez-Tapia Mathematics and financial economics 7, 477-507, 2013 | 239 | 2013 |
| Optimal portfolio liquidation with limit orders O Guéant, CA Lehalle, J Fernandez-Tapia SIAM Journal on Financial Mathematics 3 (1), 740-764, 2012 | 188 | 2012 |
| Optimal real-time bidding strategies J Fernandez-Tapia, O Guéant, JM Lasry Applied mathematics research express 2017 (1), 142-183, 2017 | 32 | 2017 |
| An analytical solution to the budget-pacing problem in programmatic advertising J Fernandez-Tapia Journal of Information and Optimization Sciences 40 (3), 603-614, 2019 | 22 | 2019 |
| Statistical modeling of Vickrey auctions and applications to automated bidding strategies J Fernandez-Tapia Optimization Letters 11, 771-780, 2017 | 7 | 2017 |
| High-Frequency Trading Meets Online Learning J Fernandez-Tapia Market Microstructure and Liquidity 2 (01), 1650003, 2016 | 1 | 2016 |
