Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Trading optimal"'
Autor:
Baldacci, Bastien
Publikováno v:
Economics and Finance. Institut Polytechnique de Paris, 2021. English. ⟨NNT : 2021IPPAX050⟩
This thesis is split into three parts. In the first part, we apply the Principal-Agent theory to some problems of market microstructure. First, we build an incentives mechanism to improve the market quality in the context of market-making activity in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::f8a6555f6cf04e09efb33849c2f9adfc
https://tel.archives-ouvertes.fr/tel-03375983/document
https://tel.archives-ouvertes.fr/tel-03375983/document
Autor:
Mounjid, Othmane
Publikováno v:
Optimisation et contrôle [math.OC]. Université Paris Saclay (COmUE), 2019. Français. ⟨NNT : 2019SACLX110⟩
This thesis aims at understanding the interactions between the market participants and the order book. It consists of six connected chapters which can however be read independently.In the first chapter, we tackle the control problem of an agent who w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::cc5790740f92b5ef1e763487db133f94
https://tel.archives-ouvertes.fr/tel-02489456/file/85301_MOUNJID_2019_archivage.pdf
https://tel.archives-ouvertes.fr/tel-02489456/file/85301_MOUNJID_2019_archivage.pdf
Autor:
Mouzouni, Charafeddine
Publikováno v:
Analysis of PDEs [math.AP]. Ecole Centrale Lyon, 2019. English
Les systèmes de jeux à champ moyen (MFG) décrivent des configurations d’équilibre dans des jeux différentiels avec un nombre infini d’agents infinitésimaux. Cette thèse s’articule autour de trois contributions différentes à la théorie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2592::aa20a7763f8aac5482571e194a01abb5
https://hal.archives-ouvertes.fr/tel-02084892
https://hal.archives-ouvertes.fr/tel-02084892
Autor:
Mouzouni, Charafeddine
Publikováno v:
Analysis of PDEs [math.AP]. Ecole Centrale Lyon, 2019. English
Les systèmes de jeux à champ moyen (MFG) décrivent des configurations d’équilibre dans des jeux différentiels avec un nombre infini d’agents infinitésimaux. Cette thèse s’articule autour de trois contributions différentes à la théorie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::aa20a7763f8aac5482571e194a01abb5
https://hal.archives-ouvertes.fr/tel-02084892
https://hal.archives-ouvertes.fr/tel-02084892
Publikováno v:
Journal of Risk and Financial Management
Volume 14
Issue 6
Journal of Risk and Financial Management, Vol 14, Iss 235, p 235 (2021)
Volume 14
Issue 6
Journal of Risk and Financial Management, Vol 14, Iss 235, p 235 (2021)
Due to recent technical progress, battery energy storages are becoming a viable option in the power sector. Their optimal operational management focuses on load shift and shaving of price spikes. However, this requires optimally responding to electri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ca3f4bc1cee9d85446bb85398c06125b
https://doi.org/10.3390/jrfm14060235
https://doi.org/10.3390/jrfm14060235
Autor:
Baradel, Nicolas
Publikováno v:
Analyse classique [math.CA]. Université Paris sciences et lettres, 2018. Français. ⟨NNT : 2018PSLED078⟩
This PhD thesis is composed of three chapters, which deal with applications of impulse control in Finance and Insurance. In the first chapter, we introduce a general framework of impulse control with uncertainty. Knowing a prior on unknown parameters
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::fb0329bf74845280d1a63ab61d312e84
https://tel.archives-ouvertes.fr/tel-03222702/file/2018PSLED078.pdf
https://tel.archives-ouvertes.fr/tel-03222702/file/2018PSLED078.pdf
Autor:
Elmar Lukas, Andreas Welling
Emission trading schemes like the European Union Emissions Trading System (EUETS) try to reconcile economic efficiency and ecological efficiency by creating financial incentives for companies to invest in climate-friendly innovations. Using real opti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::5d856d7a2ed49868a50b44caa34a832a
http://www.fww.ovgu.de/fww_media/femm/femm_2012/2012_26.pdf
http://www.fww.ovgu.de/fww_media/femm/femm_2012/2012_26.pdf