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3 résultats
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Option valuation and hedging using asymmetric risk function: asymptotic optimality through fully nonlinear Partial Differential EquationsFinance and Stochastics, 2020, 24 (3), pp.633-675. ⟨10.1007/s00780-020-00428-1⟩
Article dans une revue
hal-01761234v1
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A power plant valuation under an asymmetric risk criterion taking into account maintenance costs2019
Pré-publication, Document de travail
hal-02077740v1
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A Class of Finite-Dimensional Numerically Solvable McKean-Vlasov Control Problems2018
Pré-publication, Document de travail
hal-01718751v2
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