Zobrazeno 1 - 10
of 92
pro vyhledávání: '"Michèle Breton"'
Autor:
Michèle Breton, Lucia Sbragia
Publikováno v:
Ecological Economics, 2023, Vol.211, pp.107869 [Peer Reviewed Journal]
In this paper we examine the stability of international environmental agreements about a (common) emissions target. By signing the agreement, the parties develop a sense of responsibility to the commitment made, gaining a self-image that contributes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::44d5e600411f781f168c143e9c5217f8
https://doi.org/10.1016/j.ecolecon.2023.107869
https://doi.org/10.1016/j.ecolecon.2023.107869
Publikováno v:
Applied Economics. 53:6897-6909
We consider a two-stage game in a differentiated duopoly, where firms can pursue both a profit and a socially responsible objective. We assume that the maximum willingness-to-pay of consumers incre...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e57822fef7e5ecb0d5efbfe4f2a1657b
https://doi.org/10.1080/00036846.2021.1950907
https://doi.org/10.1080/00036846.2021.1950907
Autor:
Michèle Breton, Mbaye Ndoye
Publikováno v:
The Journal of Derivatives. 29:120-148
We propose an analytical formula for the evaluation of compound options when the underlying asset is described by a two-states Markov regime-switching log-normal model. This model has been shown to capture several empirical properties of market retur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::54a2fa19bbde7a52d4dce70e852d3f28
https://doi.org/10.3905/jod.2021.1.139
https://doi.org/10.3905/jod.2021.1.139
Autor:
Olivier Bahn, Michèle Breton
Publikováno v:
Environmental Modeling & Assessment. 26:871-872
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dc75d9d1cd8fd24939052a87dbc23f28
https://doi.org/10.1007/s10666-021-09801-6
https://doi.org/10.1007/s10666-021-09801-6
Autor:
Georges Zaccour, Michèle Breton
Publikováno v:
Natural Resource Modeling. 33
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::44e3e6ab2b962d701f2a1dc5d34153d1
https://doi.org/10.1111/nrm.12280
https://doi.org/10.1111/nrm.12280
Autor:
Michèle Breton, Oussama Marzouk
Publikováno v:
Journal of Risk. 21:1-28
The third installment of the Basel Accords advocates a capital charge against credit valuation adjustment (CVA) variability. We propose an efficient numerical approach that allows us to compute risk measures for the CVA process by assessing the distr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ccfbd5e8b3e2042074a1042fb53e957
https://doi.org/10.21314/jor.2019.411
https://doi.org/10.21314/jor.2019.411
Publikováno v:
European Economic Review. 111:35-52
We examine the profitability of horizontal mergers within nonrenewable resource industries, which account for a large proportion of merger activities worldwide. Each firm owns a private stock of the resource and uses open-loop strategies when choosin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::57022f45374adc15ba443ba2c4e9879a
https://doi.org/10.1016/j.euroecorev.2018.08.008
https://doi.org/10.1016/j.euroecorev.2018.08.008
Autor:
Michèle Breton, Mbaye Ndoye
Publikováno v:
Practical Applications. :pa.2022.pa479
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eee02f201acf88588741fa00bf748675
https://doi.org/10.3905/pa.2022.pa479
https://doi.org/10.3905/pa.2022.pa479
Autor:
Michèle Breton, Oussama Marzouk
Publikováno v:
Journal of Economic Dynamics and Control. 88:1-20
We introduce an efficient numerical approach to evaluate counterparty risk and we compute the Credit Valuation Adjustment for derivatives having early-exercise features. The approach is flexible and can account for wrong-way risk and various models f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::feb2ab34a77c7eed9d5dbf8604ba47f7
https://doi.org/10.1016/j.jedc.2018.01.014
https://doi.org/10.1016/j.jedc.2018.01.014
Publikováno v:
International Review of Law and Economics. 67:106005
A redemption option granted to junior creditors has been advocated to accelerate Chapter 11 negotiations and rebalance junior recovery with respect to senior claims. We develop a game-theoretic, continuous-time model of the leveraged firm under Chapt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d978ab53b0ec76d35d2196d16f68bdc7
https://doi.org/10.1016/j.irle.2021.106005
https://doi.org/10.1016/j.irle.2021.106005