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Automatic Control Variates for Option Pricing using Neural NetworksMonte Carlo Methods and Applications, 2021, 27 (2), pp.91-104. ⟨10.1515/mcma-2020-2081⟩
Journal articles
hal-02891798v1
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Volatility made observable at last3èmes Journées Identification et Modélisation Expérimentale, JIME'2011, Apr 2011, Douai, France. pp.CDROM
Conference papers
hal-00562488v1
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Delta Hedging in Financial Engineering: Towards a Model-Free Approach18th Mediterranean Conference on Control and Automation, MED'10, Jun 2010, Marrakech, Morocco. pp.CDROM
Conference papers
inria-00479824v1
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On the Robustness of the Snell envelope[Research Report] RR-7303, INRIA. 2010, pp.41
Reports
inria-00487103v4
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A mathematical proof of the existence of trends in financial time seriesSystems Theory: Modelling, Analysis and Control, May 2009, Fes, Morocco. pp.43-62
Conference papers
inria-00352834v1
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Un concept nouveau de monnaie par une approche philosophique praxéologique6ème congrès de l’Association Françoise d’Economie Politique (AFEP) « La frontière en économie», AFEP, Jul 2016, Mulhouse France
Conference papers
hal-01326630v1
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Mechanism Design and Auctions for Electricity Network2016
Preprints, Working Papers, ...
hal-01315844v1
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Dialogue and radical imagination about property and survival2021 - Conference on Environmental justice, Building back better "after Corona", Aug 2021, Zoug, Switzerland. pp.1-146
Conference papers
hal-03279027v2
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Etude de deux problèmes de contrôle stochastique : Put Américain avec dividendes discrets et principe de programmation dynamique avec contraintes en probabilitésProbabilités [math.PR]. Université de Marne la Vallée, 2013. Français. ⟨NNT : ⟩
Theses
tel-00940506v1
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Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average ApproximationMethodology and Computing in Applied Probability, 2018, 20 (2), pp.611-641. ⟨10.1007/s11009-017-9579-y⟩
Journal articles
hal-01214840v4
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Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach2023
Preprints, Working Papers, ...
hal-04086378v2
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The Martin-Löf Thesis: The Identification by Recursion Theory of the Mathematical Notion of Random SequenceRandomness Through Computation. Some Answers, More Questions., World Scientific, pp.121-140, 2011
Book sections
hal-00826626v1
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Numerical Evaluation of Algorithmic Complexity for Short Strings: A Glance into the Innermost Structure of RandomnessApplied Mathematics and Computation, 2012, 219 (1), pp.63-77. ⟨10.1016/j.amc.2011.10.006⟩
Journal articles
hal-00825530v1
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Les Marchés financiers artificielsRevue Française de Gestion, 2006, pp.161-180
Journal articles
hal-00825544v1
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A Motivation-Based Mechanism to Design BehaviorsECAI'2010 -- Lisbon (Portugal) -- August 16-20, 2010, 2010, Portugal. pp.1067-1068
Conference papers
hal-00826393v1
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Environment updating and agent scheduling policies in agent-based simulatorsICAART'2012 -- Vilamoura (Portugal) -- February 6-8, 2012, 2012, Portugal. pp.170-175
Conference papers
hal-00826400v1
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Efficient Monitoring of Financial Orders with Agent-Based TechnologiesPAAMS'2011 -- Salamanca (Spain) -- 6th-8th April 2011, 2011, Spain. pp.277-286
Conference papers
hal-00826407v1
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The Use of Norms Violations to Model Agents Behavioral VarietyCoordination, Organizations, Institutions and Norms in Agent Systems IV, Springer, pp.220-234, 2009
Book sections
hal-00826431v1
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Multiparty Argumentation Game for Consensual ExpansionICAART'2013 -- Barcelona (Spain) -- February 15-18, 2013, 2013, Spain. pp.160-165
Conference papers
hal-00826476v1
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Deterministic Kinodynamic PlanningPlanSIG2010 -- Bescia (Italy) -- December 1-3, 2010, 2010, Italy. pp.54-61
Conference papers
hal-00826481v1
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Multi-dimensional stochastic volatility for Interest RatesProbability [math.PR]. Paris-Est; Ecole des Ponts, 2015. English. ⟨NNT : ⟩
Theses
tel-01217655v1
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A closed-form extension to the Black-Cox modelInternational Journal of Theoretical and Applied Finance, 2012, 15 (8), pp.1250053:1-30. ⟨10.1142/S0219024912500537⟩
Journal articles
hal-00414280v2
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Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler schemeAnnals of Applied Probability, 2014, http://dx.doi.org/10.1214/13-AAP941
Journal articles
hal-00727430v1
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Conception des systèmes multi-agents : pistes de réflexion en vue de futures coopérations entre ergonomes et informaticiensActes de la conférence Ergo-IA 2004 (ErgoIA'2004), Nov 2004, Biarritz, France. pp.147--154
Conference papers
hal-00731990v1
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Virtual Lanes Interest for Motorcycles SimulationProceedings of the fifth European Workshop on Multi-Agent Systems (EUMAS'07), 2007, undef, France. pp.580--596
Conference papers
hal-00731997v1
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A Normative Model for Behavioral DifferentiationProceedings of IEEE/WIC/ACM International Conference on Intelligent Agent Technology (IAT'08), 2008, undef, France. pp.96--99
Conference papers
hal-00732000v1
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Une gestion réaliste du temps et de l'espace dans les simulations de foules14e Journées Francophones sur les Systèmes Multi-Agents (JFSMA'2006), Oct 2006, Annecy, France. pp.77-80
Conference papers
hal-00732021v1
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Une forme de négociation entre entités virtuellesActes de la Manifestation des Jeunes Chercheurs en STIC (MAJECSTIC'04), 2004, undef, France
Conference papers
hal-00732029v1
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MAGIQUE: A Hybrid and Hierarchical Multi-Agent Architecture ModelProceedings of the second International Conference and Exhibition on the Practical Application of Intelligent Agents and Multi Agent Technology (PAAM'97), 1997, undef, France. pp.145--155
Conference papers
hal-00732042v1
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A Realistic Approach To Solve The Nash WelfareProceedings of the 7th International conference on Practical Applications of Agents and Multi-Agents Systems (PAAMS'2009), 2009, undef, France. pp.374-382
Conference papers
hal-00732047v1
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