Come Hur'e

Algorithmic trading in a microstructural limit order book model

Huyen Pham, Fr'ed'eric Abergel, Come Hur'e, 2017, Quantitative Finance.

A class of finite-dimensional numerically solvable McKean-Vlasov control problems

Mathieu Lauriere, Huyen Pham, Alessandro Balata, 2018, ESAIM: Proceedings and Surveys.