83 citations · 86 across the 4 of their papers we have counts for
4 papers
Modeling Envisat RA-2 waveforms in the coastal zone: Case study of calm water contamination
J. Gomez Enri, S. Vignudelli, G. Quartly +4
This letter examines waveform data from the Envisat RA-2 as it passes regularly over Pianosa (a 10-km 2 island in the northwestern Mediterranean). Forty-six repeat passes were anal…
Optimal trading without optimal control
Bastien Baldacci, Jerome Benveniste, Gordon Ritter
A hypothetical risk-neutral agent who trades to maximize the expected profit of the next trade will approximately exhibit long-term optimal behavior as long as this agent uses the…
A note on Almgren-Chriss optimal execution problem with geometric Brownian motion
Bastien Baldacci, Jerome Benveniste
We solve explicitly the Almgren-Chriss optimal liquidation problem where the stock price process follows a geometric Brownian motion. Our technique is to work in terms of cash and…
SAR Altimetry Applications over Water
C. Martin-Puig, J. Marquez, G. Ruffini +2
The application of Synthetic Aperture Radar (SAR) techniques to classical radar altimetry offers the potential for greatly improved Earth surface mapping. This paper provides an ov…