R. Aïd, G. Chemla, A. Porchet, N. Touzi Management Science 57 (8), 1438-1452 - Août 2011 Plus d'infos.
Category Publications
Jul
2011
Application of convex lexicographical optimization to the balance of GRTgaz gas grid,
in Publications
S. Adam, J.F. Bonnans, R. Paraisy, S. Veyrat Journal of Global Optimization 49(3), pp 415-423 - Juillet 2011 Plus d'infos.
Jun
2011
Optimal structure of gas transmission networks
in Publications
J. André, J. F. Bonnans Optimization and Engineering 12(1-2), pp 175-198 - Juin 2011
Jun
2011
A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs- RR-FiME-09-05
in Publications
A. Fahim, N. Touzi, X. Warin Annals of Applied Probability 21 (4) 1322-1364. - Juin 2011 Plus d'infos.
Mar
2011
Statistical properties of derivatives: A journey in term structures
in Publications
D. Lautier, F. Raynaud Physica A 390, 2009-2019 - Mars 2011 Plus d'infos.
Mar
2011
Environmental Policies in an Electricity Sector: Test on the French Electricity Sector
in Publications
C. Chaton, M.-L. Guillerminet chapitre dans Handbook of Sustainable energy Mars 2011 Plus d'infos.
Mar
2011
A structural risk-neutral model for pricing and hedging power derivatives
in Publications
R. Aïd, L. Campi, N. Langrené à paraître dans Mathematical Finance Mars 2011
Feb
2011
Wellposedness of second order backward SDEs
in Publications
M. Soner, N. Touzi et J. Zhang Probability Theory and Related Fields Février 2011 Plus d'infos.
Feb
2011
Stochastic representation of G-martingales
in Publications
M. Soner, N. Touzi, J. Zhang Stochastic Processes and their Applications 121(2), pp 265-287 - Février 2011 Plus d'infos.
Feb
2011
A note on existence and uniqueness for solutions of multidimensional reflected BSDEs
in Publications
J.-F. Chassagneux, R. Elie, I. Kharroubi Electronic Communications in Probability 16, pp 120-128 - Février 2011 Plus d'infos.
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