Zobrazeno 1 - 10
of 228
pro vyhledávání: '"Cousin, Jean"'
Publikováno v:
In Finance Research Letters April 2024 62 Part A
Publikováno v:
In Journal of Corporate Finance April 2024 85
Publikováno v:
In Journal of Corporate Finance August 2022 75
Autor:
Cousin, Jean-Gabriel1 jean-gabriel.cousin@univ-lille.fr, Dupire, Marion1 marion.dupire-declerck@univ-lille.fr, Filbien, Jean-Yves1 jean-yves.filbien@univ-lille.fr
Publikováno v:
Finance. Sep2023, Vol. 44 Issue 3, p109-153. 45p.
Autor:
Cousin, Jean-Maxime Le
Consider the following forest fire model where the possible locations of trees are the sites of $\mathbb{Z}$. Each site has three possible states: 'vacant', 'occupied' or 'burning'. Vacant sites become occupied at rate $1$. At each site, ignition (by
Externí odkaz:
http://arxiv.org/abs/1503.03819
Publikováno v:
Critical Finance Review; 2024, Vol. 13 Issue 3/4/2024, p265-304, 40p
Autor:
de Bodt, Eric1 eric.debodt@nhh.no, Cousin, Jean-Gabriel2 jgcousin@univlille.fr, Dupire, Marion3 m.dupire1@ieseg.fr
Publikováno v:
Finance. May2024, Vol. 45 Issue 2, p90-145. 56p.
Publikováno v:
In Journal of Empirical Finance January 2019 50:20-42
Publikováno v:
The Journal of Financial and Quantitative Analysis, 2018 Aug 01. 53(4), 1547-1579.
Externí odkaz:
https://www.jstor.org/stable/26591992
Publikováno v:
Management Science, 2018 Feb 01. 64(2), 760-783.
Externí odkaz:
https://www.jstor.org/stable/48747982