
Etienne Tanré
48
Documents
Publications
Publications
Optimal portfolio allocation under transaction costs31st conference on Stochastic Processes and Their Applications, Jul 2006, Paris, France
Communication dans un congrès
hal-00274882
v1
|
|
Technical analysis compared to mathematical models under misspecificationAMAMEF conference Numerical Methods in Finance, Feb 2006, rocquencourt, France
Communication dans un congrès
hal-00274883
v1
|
|
|
Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity DomainsMonte Carlo and Quasi-Monte Carlo Methods, 2004, Juan les Pins, France
Communication dans un congrès
hal-01692322
v1
|
|
A simple spiking neuron model based on stochastic STDPInternational Conference on Mathematical Neuroscience, May 2017, Boulder, United States
Poster de conférence
hal-01652036
v1
|
Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs.Albrecher Hansjörg, Runggaldier Wolfgang J. and Schachermayer Walter. Advanced Financial Modelling, Walter de Gruyter, pp.53-90, 2009, Radon series on computational and applied mathematics 8, ⟨10.1515/9783110213140.53⟩
Chapitre d'ouvrage
hal-00594200
v1
|
|
|
Stochastic spectral formulations for elliptic problemsL' Ecuyer, Pierre (ed.) and Owen, Art B. (ed.). Monte Carlo and quasi-Monte Carlo methods 2008. Proceedings of the 8th international conference Monte Carlo and quasi-Monte Carlo methods in scientific computing, Montréal, Canada, July 6--11, 2008., Berlin: Springer, pp.513--528, 2009, ⟨10.1007/978-3-642-04107-5_33⟩
Chapitre d'ouvrage
istex
inria-00340708
v1
|
Electricity Prices in a Game Theory ContextAlain Haurie, Georges Zaccour. Dynamic Games ; Theory and Applications, Springer, p. 135-159 - ISBN 978-0-387-24601-7, 2005, GERAD 25th anniversary series ; 10, ⟨10.1007/0-387-24602-9_7⟩
Chapitre d'ouvrage
hal-00504620
v1
|
|
Exact simulation of prices and greeks: application to CIR2008
Autre publication scientifique
inria-00319139
v2
|
Liquidité pour les dérivés de taux[Contrat] 2012, pp.46
Rapport
(rapport contrat/projet)
hal-00940855
v1
|
|
Méthodes de réduction de variance originales et de simulation exacte de prix et de grecques en finance[Contrat] 2009
Rapport
(rapport contrat/projet)
hal-00768376
v1
|
|
|
The Statistics Of Spikes Trains For Some Simple Types Of Neuron Models[Research Report] RR-5950, INRIA. 2007, pp.15
Rapport
(rapport de recherche)
inria-00084905
v4
|
|
Using game theory for the electricity market[Research Report] RR-5274, INRIA. 2006
Rapport
(rapport de recherche)
inria-00071255
v1
|
Etude probabiliste des équations de Smoluchowski ; Schéma d'Euler pour des fonctionnelles ; Amplitude du mouvement brownien avec dériveMathématiques générales [math.GM]. Université Henri Poincaré - Nancy 1, 2001. Français. ⟨NNT : 2001NAN10178⟩
Thèse
tel-01746627
v1
|
Chargement...
Chargement...