M. Soner, N. Touzi et J. Zhang Probability Theory and Related Fields Février 2011 Plus d'infos.
Category Publications
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.
Dec
2010
Snell envelope with path dependent multiplicative optimality criteria
in Publications
P. Del Moral, N. Oudjane soumis Décembre 2010
Sep
2010
Probabilistic representation and approximation for coupled systems of variational inequalities
in Publications
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
in Publications
B. Villeneuve, V. Yanhua Zhang soumis Septembre 2010
Aug
2010
Market Design for Emissions Markets Trading Schemes
in Publications
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
in Publications
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
in Publications
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,
in Publications
A. Creti, B. Villeneuve soumis Juin 2010
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