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hal-00594200v1  Chapitre d'ouvrage
Christophette Blanchet-ScallietRajna Gibson BrandonBenoîte De SaportaDenis TalayEtienne TanréViscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs.
Albrecher Hansjörg, Runggaldier Wolfgang J. and Schachermayer Walter. Advanced Financial Modelling, Walter de Gruyter, pp.53-90, 2009, Radon series on computational and applied mathematics 8, <10.1515/9783110213140.53>
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hal-00954377v1  Pré-publication, Document de travail
Mireille BossyOdile PourtallierNadia MaïziGame theory analysis for carbon auction market through electricity market coupling
to appear in Commodities, Energy and Environmental Finance, eds. M. Ludkovksi, R. Sircar and R. A.. 2014
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tel-00919102v1  Thèse
Dalia IbrahimEtude théorique d'indicateurs d'analyse technique
Finance quantitative [q-fin.CP]. Université Nice Sophia Antipolis, 2013. Français
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hal-01098096v3  Article dans une revue
Christophe MichelVictor ReutenauerDenis TalayEtienne TanréLiquidity costs: a new numerical methodology and an empirical study
Applied Mathematical Finance, Taylor & Francis (Routledge): SSH Titles, 2016, <10.1080/1350486X.2016.1164608>
hal-00913320v1  Article dans une revue
Mireille BossyNadia MaïziOdile PourtallierNash equilibrium for coupling of CO2 allowances and electricity markets
ESAIM: Proceedings, EDP Sciences, 2014, Congrès SMAI 2013, 45, September 2014, pp.98 - 107