32894 articles – 26190 Notices  [english version]
.:. Consultation > Par domaines > Économie et finance quantitative .:.
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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) 1-35 [hal-00833327 - version 2]
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 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]
fulltext access Capital distribution and portfolio performance in the mean-field Atlas model
Jourdain B., Reygner J.
(2013-12-19) [hal-00921151 - version 1]
fulltext access Méthodes et modèles numériques appliqués aux risques du marché et à l'évaluation financière
Infante Acevedo J. A.
Université Paris-Est (2013-12-09), Aurélien Alfonsi, Tony Lelièvre (Dir.) [tel-00937131 - version 1]
fulltext accessible on an other server A stochastic control approach to robust duality in utility maximization
Øksendal B., Sulem A.
(06/12/2013) [hal-00916676 - version 1]
fulltext access Systematic and multifactor risk models revisited
Fliess M., Join C.
Dans First Paris Financial Management Conference (2013) http://khuongnguyen.free.fr/PFMC-2013/Program_Papers.pdf [hal-00920175 - version 1]
fulltext accessible on an other server Nash equilibrium for coupling of CO2 allowances and electricity markets
Bossy M., Maizi N., Pourtallier O.
(06/11/2013) [hal-00913320 - version 1]
fulltext accessible on an other server A hybrid tree-finite difference approach for the Heston model
Briani M., Caramellino L., Zanette A.
(31/10/2013) [hal-00916440 - version 1]