@article{EP_2014_45_a22,
     author = {Marc Hoffmann and Mauricio Labadie and Charles-Albert Lehalle and Gilles Pag\`es and Huy\^en Pham and Mathieu Rosenbaum},
     title = {Optimization and statistical methods for high frequency finance},
     journal = {ESAIM. Proceedings},
     pages = {219--228},
     publisher = {mathdoc},
     volume = {45},
     year = {2014},
     doi = {10.1051/proc/201445022},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201445022/}
}