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Now showing items 1-10 of 12
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