Category Publications

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

Feb
2010

Optimal Control under Stochastic Target Constraints

B. Bouchard, R. Elie, C. Imbert SIAM Journal on Control and Optimization 48, pp. 3501-3531 - Février 2010 Plus d'infos.

Dec
2009

Stochastic Target Problems with Controlled Loss

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

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

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

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

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

D. Lautier Bankers, Markets & Investors 102, pp 59-66 - Novembre 2009 Plus d'infos.

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