B. Bouchard, R. Elie, C. Imbert SIAM Journal on Control and Optimization 48, pp. 3501-3531 - Février 2010 Plus d'infos.
Category Publications
Dec
2009
Stochastic Target Problems with Controlled Loss
in Publications
B. Bouchard, R. Elie, N. Touzi SIAM Journal on Control and Optimization 48(5), pp 3123-3150 - Décembre 2009 Plus d'infos.
Dec
2009
Option hedging under liquidity costs
in Publications
U. Cetin, M. Soner, N. Touzi Finance and Stochastics 14, pp 317-341 - Décembre 2009 Plus d'infos.
Dec
2009
Gas Storage and Security of Supply
in Publications
A. Creti, B. Villeneuve chapitre dans The Economics of Natural Gas Storage Décembre 2009 Plus d'infos.
Dec
2009
A real option approach to investing in the first nuclear power plant under cost uncertainty: the Tunisian case
in Publications
M. B. Abdelhamid, C. Aloui, C. Chaton International Journal of Oil, Gas and Coal Technology 2(1), pp 44-57 - Décembre 2009 Plus d'infos.
Nov
2009
Optimal features of gas transmission trunklines
in Publications
J. André, J.F. Bonnans Optimization and Engineering 12(1-2), pp 175-198 - Novembre 2009 Plus d'infos.
Nov
2009
Convenience yield and commodity markets
in Publications
D. Lautier Bankers, Markets & Investors 102, pp 59-66 - Novembre 2009 Plus d'infos.
Nov
2009
A Structural Risk Neutral Model of Electricity Prices
in Publications
R. Aïd, L. Campi, A. Nguyen Huu, N. Touzi International Journal of Theoretical and Applied Finance 2(7) pp 925-947 - Novembre 2009 Plus d'infos.
Jun
2009
Valuation of a powerplant under production constraints and markets incompleteness
in Publications
A. Porchet, N. Touzi, X. Warin Mathematical Methods of Operations research 70(1) pp 47-75 - Juin 2009 Plus d'infos.
May
2009
Large Scale Experiment and Optimization of a Distributed Stochastic Control Algorithm. Application to Energy Management Problems
in Publications
P. Vezolle, S.Vialle, X.Warin Large-Scale Parallel Processing 2009 Mai 2009 Plus d'infos.
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