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of 645
pro vyhledávání: '"BOUCHARD, B."'
We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the classical Baye
Externí odkaz:
http://arxiv.org/abs/1604.06340
The aim of this paper is to explain how parameters adjustments can be integrated in the design or the control of automates of trading. Typically, we are interested by the online estimation of the market impacts generated by robots or single orders, a
Externí odkaz:
http://arxiv.org/abs/1604.06342
Within a financial model with linear price impact, we study the problem of hedging a covered European option under gamma constraint. Using stochastic target and partial differential equation smoothing techniques, we prove that the super-replication p
Externí odkaz:
http://arxiv.org/abs/1512.07087
We consider a financial model with permanent price impact. Continuous time trading dynamics are derived as the limit of discrete rebalancing policies. We then study the problem of super-hedging a European option. Our main result is the derivation of
Externí odkaz:
http://arxiv.org/abs/1503.05475
Publikováno v:
Annals of Applied Probability 2004, Vol. 14, No. 2, 678-717
We study the dual formulation of the utility maximization problem in incomplete markets when the utility function is finitely valued on the whole real line. We extend the existing results in this literature in two directions. First, we allow for nons
Externí odkaz:
http://arxiv.org/abs/math/0405290
Fiber Reinforced Polymer (FRP) reinforcement bars are being increasingly used around the world. Despite other applications of FRP materials, there are no bibliographic references of applications of this technology in Uruguay. This experimental projec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d5784029d30085e83f3310037729bd8
Autor:
LASSAUSAIE, J., BRET, A., BOUAPAO, X., CHANTHAVONG, V., CASTONGUAY-VANIER, J., QUET, F., MIKOTA, S. K., THÉORÊT, C., BUISSON, Y., BOUCHARD, B.
Publikováno v:
Epidemiology and Infection, 2015 Apr 01. 143(5), 922-931.
Externí odkaz:
https://www.jstor.org/stable/26512706
Akademický článek
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Publikováno v:
ESAIM: Proceedings & Surveys. Feb2019, Vol. 65, p476-497. 22p.
Akademický článek
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