1. Recherche
71 résultats  enregistrer la recherche
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hal-00776303v2  Communication dans un congrès
Charles-Alban Deledalle, Gabriel Peyré, Jalal M. Fadili. Stein COnsistent Risk Estimator (SCORE) for hard thresholding
Signal Processing with Adaptive Sparse Structured Representations., Jul 2013, Lausanne, Switzerland
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hal-00662718v1  Communication dans un congrès
Charles Deledalle, Samuel Vaiter, Gabriel Peyré, Jalal M. Fadili, Charles Dossal. Unbiased Risk Estimation for Sparse Analysis Regularization
Proc. ICIP'12, Sep 2012, Orlando, United States. pp.3053-3056, 2012
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hal-00695326v3  Communication dans un congrès
Charles-Alban Deledalle, Samuel Vaiter, Gabriel Peyré, Jalal M. Fadili, Charles Dossal. Risk estimation for matrix recovery with spectral regularization
ICML'2012 workshop on Sparsity, Dictionaries and Projections in Machine Learning and Signal Processing, Jun 2012, Edinburgh, United Kingdom
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hal-00987295v2  Article dans une revue
Charles-Alban Deledalle, Samuel Vaiter, Jalal M. Fadili, Gabriel Peyré. Stein Unbiased GrAdient estimator of the Risk (SUGAR) for multiple parameter selection
SIAM Journal on Imaging Sciences, Society for Industrial and Applied Mathematics, 2014, 7 (4), pp.2448-2487
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hal-00695292v1  Communication dans un congrès
Samuel Vaiter, Charles Deledalle, Gabriel Peyré, Jalal M. Fadili, Charles Dossal. The Degrees of Freedom of the Group Lasso
International Conference on Machine Learning Workshop (ICML), 2012, Edinburgh, United Kingdom
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halshs-00176622v1  Pré-publication, Document de travail
Elyes Jouini, Clotilde Napp. Strategic Beliefs
2007
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hal-00825018v1  Rapport
Sofiane Aboura, Emmanuel Lépinette. An Alternative Model to Basel Regulation
2013
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halshs-00176522v1  Article dans une revue
Elyes Jouini, Walter Schachermayer, Nizar Touzi. Law Invariant Risk Measures Have the Fatou Property
Advances in mathematical economics, 2006, pp.49-71
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halshs-00281582v2  Autre publication
Rose-Anne Dana, Cuong Le Van. No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity
Documents de travail du Centre d'Economie de la Sorbonne 2008.39 - ISSN : 1955-611X. 2009
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hal-00814702v1  Pré-publication, Document de travail
Irina Penner, Anthony Reveillac. Risk measures for processes and BSDEs
2013
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halshs-00188761v1  Autre publication
Rose-Anne Dana, Cuong Le Van. Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
Documents de travail du Centre d'Economie de la Sorbonne 2007.68 - ISSN : 1955-611X. 2007
halshs-00151478v1  Article dans une revue
Clotilde Napp, Elyes Jouini. Comonotonic Processes
Insurance Mathematics and Economics, 2003, 32, pp.255-265
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hal-00525800v1  Pré-publication, Document de travail
René Aid, Luciano Campi, Nicolas Langrené. A structural risk-neutral model for pricing and hedging power derivatives
2010
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hal-00780601v1  Rapport
Roxana Dumitrescu, Marie-Claire Quenez, Agnès Sulem. Reflected backward stochastic differential equations with jumps and partial integro-differential variational inequalities
[Research Report] RR-8213, INRIA. 2013, pp.23
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halshs-00704639v1  Article dans une revue
Elyes Jouini, Maximilien Nayaradou. Risques : prise de décision individuelle et collective
Risques, Société d'édition et de diffusion des documents informatifs et techniques de l'assurance, 2007, pp.137-138
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halshs-00163678v1  Pré-publication, Document de travail
Selima Benmansour, Elyes Jouini, Clotilde Napp, Jean-Michel Marin, Christian Robert. Are risk averse agents more optimistic? A Bayesian estimation approach
2007
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hal-01098204v1  Pré-publication, Document de travail
Jérôme Bolte, Stéphane Gaubert, Guillaume Vigeral. Definable zero-sum stochastic games
2013
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tel-01212470v1  Thèse
Yang Lu. Bivariate Survival Analysis with Latent Factors : Theory and Applications to Mortality and Long-Term Care
General Mathematics [math.GM]. Université Paris Dauphine - Paris IX, 2015. English. < NNT : 2015PA090020 >
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hal-01432974v1  Article dans une revue
Mohamed Nabil Kazi-Tani, Dylan Possamaï, Chao Zhou. Quadratic BSDEs with jumps: Related nonlinear expectations
Stochastics and Dynamics, World Scientific Publishing, 2016, 16 (4), pp.1650012. <10.1142/S021949371650012X>
hal-01386489v1  Ouvrage (y compris édition critique et traduction)
Bruno Bouchard, Jean-François Chassagneux. Fundamentals and Advanced Techniques in Derivatives Hedging
Springer, 2016
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tel-01026398v1  Thèse
Samuel Vaiter. Low Complexity Regularizations of Inverse Problems
Information Theory [math.IT]. Université Paris Dauphine - Paris IX, 2014. English
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hal-01097118v2  Pré-publication, Document de travail
V. Filipe Martins-Da-Rocha, Yiannis Vailakis. On the Sovereign Debt Paradox
2015
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halshs-01020646v1  Autre publication
Rose-Anne Dana, Cuong Le Van. Efficient allocations and Equilibria with short-selling and Incomplete Preferences
Documents de travail du Centre d'Economie de la Sorbonne 2014.41 - ISSN : 1955-611X. 2014
hal-00467555v1  Article dans une revue
Gabriel Turinici. Robust recovery of the risk neutral probability density from option prices
Sci. Ann. “Al I Cuza” Univ. Iasi – Eco, 2009, LVI (1), pp.197-201
hal-00918512v1  Article dans une revue
Santiago Moreno-Bromberg, Traian A. Pirvu, Anthony Reveillac. CRRA utility maximization under dynamic risk constraints
Communications on Stochastic Analysis, 2013, 07 (02), pp.179-198
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hal-01220331v1  Pré-publication, Document de travail
Thibaut Mastrolia, Dylan Possamaï. Moral Hazard under Ambiguity
2015
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cel-01511112v1  Cours
Pierre Brugière. Credit Risk, CDOs and Copulas
Doctoral. Risque de Credit CDOs CDS, Université Paris Dauphine, France. 2017, pp.89
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hal-01526063v1  Communication dans un congrès
Sofiane Aboura, Emmanuel Lépinette-Denis. An Alternative Model to Basel Regulation
31st International French Finance Association Conference (AFFI 2014), May 2014, Aix-en-Provence, France. 2014
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hal-01432990v1  Article dans une revue
Jaksa Cvitanic, Dylan Possamaï, Nizar Touzi. Moral Hazard in Dynamic Risk Management *
Management Science, INFORMS, 2016, pp.228 - 77. <10.1287/mnsc.2016.2493>

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