Session: WE-A-EM
Optimal Execution, and LOB Models

Eyal Neuman (Imperial College), Charles-Albert LEHALLE (Imperial College and CFM)

Ryan Donnelly (University of Washington), Sebastian Jaimungal (University of Toronto), Alvaro Cartea (University of Oxford)

Othmane Mounjid (Ecole Polytechnique-CMAP), Charles-albert Lehalle (Imperial College and CFM), Mathieu Rosenbaum (Ecole Polytechnique-CMAP)

Jinniao Qiu (University of Calgary), Christian Bayer (Weierstrass Institute), Ulrich Horst (Humboldt University Berlin)