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Now showing items 21-30 of 61
A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs.
(2011) Article accepté pour publication ou publié
Privately Optimal Securitization and Publicly Suboptimal Risk Sharing.
(2011) Communication / Conférence
On a mean field game approach modeling congestion and aversion in pedestrian crowds.
(2011) Article accepté pour publication ou publié
Merger Remedies and Industry Restructuring: A Case for Affirmative Action.
(2011) Document de travail / Working paper
Weak Dynamic Programming Principle for Viscosity Solutions.
(2011) Article accepté pour publication ou publié
Dealing with the Inventory Risk.
(2011) Document de travail / Working paper
Optimal Portfolio Liquidation with Limit Orders.
(2011) Document de travail / Working paper
From infinity to one: The reduction of some mean field games to a global control problem.
(2011) Document de travail / Working paper
Natural and Industrial Disasters : Land Use and Insurance.
(2011) Document de travail / Working paper
Discounting the Future: the Case of Climate Change.
(2010) Document de travail / Working paper