34367 articles – 26895 Notices  [english version]
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fulltext access Modeling and Solving Alternative Financial Solutions Seeking
Frenod E., Gouigoux J.-P., Touré L.
Journal of Industrial and Management Optimization 11, 1 (2015) 145-170 [hal-00833327 - version 2]
fulltext access Capital distribution and portfolio performance in the mean-field Atlas model
Jourdain B., Reygner J.
(20/08/2014) [hal-00921151 - version 2]
fulltext access Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture
Chancelier J.-P., Lapeyre B., Lelong J.
Concurrency and Computation: Practice and Experience 26, 9 (2014) 1654-1665 [hal-00447845 - version 2]
fulltext access Towards a new viewpoint on causality for time series
Fliess M., Join C.
Dans Colloque Modélisation, Contrôle et Analyse des Systèmes en l'honneur du Professeur Abdelhaq EL JAI (2014) [hal-00991942 - version 2]
Dynamic Granger-causal networks of electricity spot prices: A novel approach to market integration
Castagneto-Gissey G., Chavez M., De Vico Fallani F.
Energy Economics 44 (2014) 422-432 [hal-01023418 - version 1]
fulltext access Dynamic optimal execution in a mixed-market-impact Hawkes price model
Alfonsi A., Blanc P.
(02/04/2014) [hal-00971369 - version 1]
fulltext access Design analysis mechanisms for carbon auction market through electricity market coupling
Bossy M., Pourtallier O., Maïzi N.
(01/03/2014) [hal-00954377 - version 1]
fulltext access Importance sampling for jump processes and applications to finance
Badouraly Kassim L., Lelong J., Loumrhari I.
Journal of Computational Finance (2014) 00 [hal-00842362 - version 1]
fulltext access 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.
Annales de l'ISUP 58, 3 (2014) - [hal-00816894 - version 1]
fulltext access Stochastic Local Intensity Loss Models with Interacting Particle Systems
Alfonsi A., Labart C., Lelong J.
Mathematical Finance 00, 00 (2014) 1-29 [hal-00786239 - version 1]