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Now showing items 1-10 of 12
Strategic Capacity Investment under Holdup Threats: The Role of Contract Length and Width.
(2011) Document de travail / Working paper
Statistical properties of derivatives: a journey in term structures.
(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
A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs.
(2011) Article accepté pour publication ou publié
Privately Optimal Securitization and Publicly Suboptimal Risk Sharing.
(2011) Communication / Conférence
On a mean field game approach modeling congestion and aversion in pedestrian crowds.
(2011) Article accepté pour publication ou publié
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
Dealing with the Inventory Risk.
(2011) Document de travail / Working paper
Optimal Portfolio Liquidation with Limit Orders.
(2011) Document de travail / Working paper