Browsing IFD by Issue Date
Now showing items 1-20 of 52
-
Optimal Liquidity management and Hedging in the presence of a non-predictable investment opportunity
(2014) Article accepté pour publication ou publié -
Mortality transition and differential incentives for early retirement
(2012) Article accepté pour publication ou publié -
Detecting the Maximum of a Scalar Diffusion with Negative Drift
(2012) Article accepté pour publication ou publié -
Wellposedness of Second Order Backward SDEs
(2012) Article accepté pour publication ou publié -
Large liquidity expansion of super-hedging costs
(2012) Article accepté pour publication ou publié -
Comonotonic Measures of Multivariate Risks
(2012) Article accepté pour publication ou publié -
An Introduction to Particle Methods with Financial Applications
(2012) Chapitre d'ouvrage -
Merger Remedies and Industry Restructuring: A Case for Affirmative Action
(2011) Document de travail / Working paper -
Weak Dynamic Programming Principle for Viscosity Solutions
(2011) Article accepté pour publication ou publié -
Strategic Capacity Investment under Holdup Threats: The Role of Contract Length and Width
(2011) Document de travail / Working paper -
A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs
(2011) Article accepté pour publication ou publié -
Dealing with the Inventory Risk
(2011) Document de travail / Working paper -
Optimal Portfolio Liquidation with Limit Orders
(2011) Document de travail / Working paper -
From infinity to one: The reduction of some mean field games to a global control problem
(2011) Document de travail / Working paper -
On a mean field game approach modeling congestion and aversion in pedestrian crowds
(2011) Article accepté pour publication ou publié -
A Conditionally Heteroskedastic Model with Time-varying Coefficients for Daily Gas Spot Prices
(2011) Article accepté pour publication ou publié -
Statistical properties of derivatives: a journey in term structures
(2011) Article accepté pour publication ou publié -
Privately Optimal Securitization and Publicly Suboptimal Risk Sharing
(2011) Communication / Conférence -
Natural and Industrial Disasters : Land Use and Insurance
(2011) Document de travail / Working paper -
Properties and applications of dual reduction
(2010) Article accepté pour publication ou publié