Category Publications

Dec
2010

Snell envelope with path dependent multiplicative optimality criteria

P. Del Moral, N. Oudjane soumis Décembre 2010

Sep
2010

Probabilistic representation and approximation for coupled systems of variational inequalities

R. Elie, I. Kharroubi Statistics and Probability letters 80 (17-18) pp 1388-1396 - Septembre 2010 Plus d'infos.

Sep
2010

Merger remedies and industry restructuring : A Case for Affirmative Action

B. Villeneuve, V. Yanhua Zhang  soumis Septembre 2010

Aug
2010

Market Design for Emissions Markets Trading Schemes

R. Carmona, M. Fehr, J. Hinz, A. Porchet SIAM Review 52, pp. 403-452 - Août 2010 Plus d'infos.

Jul
2010

Structure and estimation of a class of non stationary yet non explosive GARCH

N. Regnard, J.-M. Zakoïan Journal of Time Series Analysis 31(5) pp 348–364 - Juillet 2010 Plus d'infos.

Jun
2010

The VaR at Risk

A. Galichon International Journal on Theoretic and Applied Finance 23(4), pp 503-506 - Juin 2010 Plus d'infos.

Jun
2010

Equilibrium Storage in a Markov Economy,

A. Creti, B. Villeneuve  soumis Juin 2010

Jun
2010

Dual Formulation of Second Order Target Problems

M. Soner, N. Touzi and J. Zhang soumis Juin 2010

May
2010

Long-term risk management for utility companies: the next challenges

R. Aïd International Journal of Theoretical and Applied Finance 13(4), pp 517-535, - Mai 2010 Plus d'infos.

Apr
2010

Modeling Power Generation Switch as a Real Switching Option: Nuclear Vs Gas

C. Aloui, M. Ben Abdelhamid C. Chaton soumis Avril 2010

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