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Discounting the Future: the Case of Climate Change.
(2010) Document de travail / Working paper
Market Design for Emission Trading Schemes.
(2010) Article accepté pour publication ou publié
The VaR at Risk.
(2010) Article accepté pour publication ou publié
Properties and applications of dual reduction.
(2010) Article accepté pour publication ou publié
On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights.
(2010) Article accepté pour publication ou publié
A class of DCC asymmetric GARCH models driven by exogenous variables.
(2010) Document de travail / Working paper