Zobrazeno 1 - 10
of 67
pro vyhledávání: '"Monique Pontier"'
Publikováno v:
Arab Journal of Mathematical Sciences, Vol 28, Iss 1, Pp 2-36 (2022)
Purpose – The purpose of this paper is to show the existence results for adapted solutions of infinite horizon doubly reflected backward stochastic differential equations with jumps. These results are applied to get the existence of an optimal impu
Externí odkaz:
https://doaj.org/article/98c8d3606ad84aef8691b306191bd45e
We introduce a theoretical model of executives with insider information (insider-executives) granted incentivizing executive stock options (ESO). We show that while insider-executives optimize their wealth, using their insider information nullies ESO
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c448c0c2703239d4a578a4312be19bea
https://hal.science/hal-04116818/file/IITRSOIR23.04.22.pdf
https://hal.science/hal-04116818/file/IITRSOIR23.04.22.pdf
Publikováno v:
Stochastics. 89:1039-1060
This paper studies an infinite horizon impulse control problem where the costs are given by a diffusion process. The properties of the Snell envelope reduce this problem to the existence of a pair ...
Autor:
Monique Pontier, Laure Coutin
Let X be a continuous $d$-dimensional diffusion process and M the running supremum of the first component. We show that, for any t>0, the law of the (d+1) random vector (M_t,X_t) admits a density with respect to the Lebesgue measure using Malliavin's
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d8e3d92feef45625c2d751115322be6
https://hal.archives-ouvertes.fr/hal-02010344
https://hal.archives-ouvertes.fr/hal-02010344
Publikováno v:
Journal of Applied Probability
Journal of Applied Probability, Cambridge University press, 2018, 55 (2), pp.488-512. ⟨10.1017/jpr.2018.32⟩
Journal of Applied Probability, 2018, 55 (2), pp.488-512. ⟨10.1017/jpr.2018.32⟩
Journal of Applied Probability, Cambridge University press, 2018, 55 (2), pp.488-512. ⟨10.1017/jpr.2018.32⟩
Journal of Applied Probability, 2018, 55 (2), pp.488-512. ⟨10.1017/jpr.2018.32⟩
Let X be a jump-diffusion process and X* its running supremum. In this paper we first show that for any t > 0, the law of the pair (X*t, Xt) has a density with respect to the Lebesgue measure. This allows us to show that for any t > 0, the law of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::158cf84c9996e330dbc09139d3dbb3d3
https://hal.archives-ouvertes.fr/hal-01527939
https://hal.archives-ouvertes.fr/hal-01527939
Publikováno v:
Stochastics: An International Journal of Probability and Stochastic Processes
Stochastics: An International Journal of Probability and Stochastic Processes, 2016, ⟨10.1080/17442508.2015.1046874⟩
Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2016, ⟨10.1080/17442508.2015.1046874⟩
Stochastics: An International Journal of Probability and Stochastic Processes, 2016, ⟨10.1080/17442508.2015.1046874⟩
Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2016, ⟨10.1080/17442508.2015.1046874⟩
In the spirit of Leland (H.E. Leland, Corporate Debt Value, Bond Covenant, and Optimal Capital Structure, J. Finance 49 (1994), pp. 1213–1252), we consider a structural credit risk model with tax provisions under the assumption of a positive payout
Publikováno v:
Stochastics: An International Journal of Probability and Stochastic Processes
Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2017, 89 (6-7), pp.1015-1038
Stochastics: An International Journal of Probability and Stochastic Processes, 2017, 89 (6-7), pp.1015-1038
Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2017, 89 (6-7), pp.1015-1038
Stochastics: An International Journal of Probability and Stochastic Processes, 2017, 89 (6-7), pp.1015-1038
Public-Private Partnership (PPP) is a contract between a public entity and a consortium, in which the public outsources the construction and the maintenance of an equipment (hospital, university, prison...). One drawback of this contract is that the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1acc02482953b58df74d0a956139f5ae
https://hal.archives-ouvertes.fr/hal-01978178
https://hal.archives-ouvertes.fr/hal-01978178
Autor:
Monique Pontier
Publikováno v:
La Revue des Sciences de Gestion. :21
La necessite pour le secteur associatif de trouver des ressources financieres et humaines et de mieux communiquer aupres de son public le conduit a utiliser Internet de facon croissante. Cet article analyse les objectifs du e-marketing et pose la pro
Publikováno v:
Economic Notes. 41:115-144
We study the effects of introducing payouts on corporate debt and optimal capital structure in a structural credit risk model à laLeland (1994). We find that increasing the payout parameter not only affects the endogenous bankruptcy level, which is
Autor:
Monique Pontier
Publikováno v:
Téoros, Vol 29, Iss 2, Pp 128-138 (2010)
Au sein d’un contexte devenu concurrentiel, les associations touristiques se trouvent aujourd’hui face à des problématiques de recherche d’efficacité et de rentabilité nécessaires à leur survie, mais pouvant remettre en cause leur légiti