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An Introduction to Particle Methods with Financial Applications

Carmona, René; Del Moral, Pierre; Hu, Peng; Oudjane, Nadia (2012) Chapitre d'ouvrage

Mortality transition and differential incentives for early retirement

D'Albis, Hippolyte; Lau, Paul S.; Sanchez-Romero, Miguel (2012) Article accepté pour publication ou publié

Evolutionary Dynamics May Eliminate All Strategies Used in Correlated Equilibria

Viossat, Yannick (2008) Article accepté pour publication ou publié

Time average replicator and best reply dynamics

Viossat, Yannick; Sorin, Sylvain; Hofbauer, Josef (2009-07-09) Article accepté pour publication ou publié

Are generalized call-spreads efficient ?

Carlier, Guillaume; Dana, Rose-Anne (2007) Article accepté pour publication ou publié

Properties and applications of dual reduction

Viossat, Yannick (2010) Article accepté pour publication ou publié

Optimal risk sharing with background risk

Scarsini, Marco; Dana, Rose-Anne (2005) Article accepté pour publication ou publié

Is Having a Unique Equilibrium Robust?

Viossat, Yannick (2008) Article accepté pour publication ou publié

Optimal Risk Sharing for Law Invariant Monetary Utility Functions

Jouini, Elyès; Schachermayer, Walter; Touzi, Nizar (2008) Article accepté pour publication ou publié

Heterogeneous Beliefs and Asset Pricing in Discrete Time : an Analysis of Pessimism and Doubt

Jouini, Elyès; Napp, Clotilde (2006) Article accepté pour publication ou publié

Law Invariant Risk Measures Have the Fatou Property

Touzi, Nizar; Schachermayer, Walter; Jouini, Elyès (2006) Chapitre d'ouvrage

Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey

Jouini, Elyès; Ben Mansour, Selima; Napp, Clotilde (2006) Article accepté pour publication ou publié

Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience

Jouini, Elyès; Napp, Clotilde; Nocetti, Diego (2008) Article accepté pour publication ou publié

Market shaping as an answer to ambiguities. The case of credit derivatives

Rainelli, Hélène; Huault, Isabelle (2009) Article accepté pour publication ou publié

On Abel's Concepts of Doubt and Pessimism

Jouini, Elyès; Napp, Clotilde (2008) Article accepté pour publication ou publié

Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs

Jouini, Elyès; Napp, Clotilde (2007) Article accepté pour publication ou publié

Equilibrium Pricing Bound on Option Prices

Jouini, Elyès; Chazal, Marie (2008) Article accepté pour publication ou publié

Are More Risk-Averse Agents More Optimistic ? Insights from a Rational Expectations Model

Jouini, Elyès; Napp, Clotilde (2008) Article accepté pour publication ou publié

IFD : Chaire Les Particuliers face aux risques : Analyse et réponse des marchés: Recent submissions

An Introduction to Particle Methods with Financial Applications ﻿

Mortality transition and differential incentives for early retirement ﻿

Evolutionary Dynamics May Eliminate All Strategies Used in Correlated Equilibria ﻿

Time average replicator and best reply dynamics ﻿

Are generalized call-spreads efficient ? ﻿

Properties and applications of dual reduction ﻿

Optimal risk sharing with background risk ﻿

Is Having a Unique Equilibrium Robust? ﻿

Optimal Risk Sharing for Law Invariant Monetary Utility Functions ﻿

Heterogeneous Beliefs and Asset Pricing in Discrete Time : an Analysis of Pessimism and Doubt ﻿

Law Invariant Risk Measures Have the Fatou Property ﻿

Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey ﻿

Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience ﻿

Market shaping as an answer to ambiguities. The case of credit derivatives ﻿

On Abel's Concepts of Doubt and Pessimism ﻿

Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs ﻿

Equilibrium Pricing Bound on Option Prices ﻿

Are More Risk-Averse Agents More Optimistic ? Insights from a Rational Expectations Model ﻿