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200 documents classés par : Date Titre Nom du premier auteur Type de documents Date de dépôt

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Bubbles are rational Lescanne P. (30/04/2013) [ensl-00819188 - version 1]

A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing Claudio F. N° RR-8292 (2013) [hal-00818487 - version 1]

A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing Claudio F. N° RR-8292 (2013) [hal-00818416 - version 1]

Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation Cénac P., Loisel S., Maume-Deschamps V., Prieur C. (15/04/2013) [hal-00816894 - version 1]

Stochastic Local Intensity Loss Models with Interacting Particle Systems Alfonsi A., Labart C., Lelong J. (08/02/2013) [hal-00786239 - version 1]

Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory Di Bernardino E., Laloë T., Maume-Deschamps V., Prieur C. ESAIM: Probability and Statistics 17 (2013) 236-256 [hal-00580624 - version 3]

Formalizing the Construction of Populations in Multi-Agent Simulations Kemeny A., Lacroix B., Mathieu P. Journal of Engineering Applications of Artificial Intelligence (2013) 211-226 [hal-00825538 - version 1]

Preliminary remarks on option pricing and dynamic hedging Fliess M., Join C. Dans 1st International Conference on Systems and Computer Science (2012) CDROM [hal-00705373 - version 1]

Information Systems and Economic Intelligence : 5th. International Conference SIIE 2012. (Proceedings). February 16-18, 2012 (Djerba, Tunisia) Sidhom S., Rousset M.-C., Ghenima M. C&R : EDISCIENCES (Ed.) (2012) 332 [hal-00784379 - version 1]

Nimbers are inevitable Lemoine J., Viennot S. Theoretical Computer Science (2012) 70-79 [hal-00825749 - version 1]