 
    Etienne Tanré
                                    49 
                                    
                            Documents
                                Publications
Publications
| Optimal portfolio allocation under transaction costs31st conference on Stochastic Processes and Their Applications, Jul 2006, Paris, FranceCommunication dans un congrès
                    
        
        
            
                
                    hal-00274882
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| Technical analysis compared to mathematical models under misspecificationAMAMEF conference Numerical Methods in Finance, Feb 2006, rocquencourt, FranceCommunication dans un congrès
                    
        
        
            
                
                    hal-00274883
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|  | Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity DomainsMonte Carlo and Quasi-Monte Carlo Methods, 2004, Juan les Pins, FranceCommunication dans un congrès
                    
        
        
            
                
                    hal-01692322
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|  | A simple spiking neuron model based on stochastic STDPInternational Conference on Mathematical Neuroscience, May 2017, Boulder, United StatesPoster de conférence
                    
        
        
            
                
                    hal-01652036
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| 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
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|  | 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
                    
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                    inria-00340708
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| 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
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|  | Exact simulation of prices and greeks: application to CIR2008Autre publication scientifique
                    
        
        
            
                
                    inria-00319139
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| Liquidité pour les dérivés de taux[Contrat] 2012, pp.46Rapport
                             (rapport contrat/projet)
                    
        
        
            
                
                    hal-00940855
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| Méthodes de réduction de variance originales et de simulation exacte de prix et de grecques en finance[Contrat] 2009Rapport
                             (rapport contrat/projet)
                    
        
        
            
                
                    hal-00768376
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|  | The Statistics Of Spikes Trains For Some Simple Types Of Neuron Models[Research Report] RR-5950, INRIA. 2007, pp.15Rapport
                             (rapport de recherche)
                    
        
        
            
                
                    inria-00084905
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|  | Using game theory for the electricity market[Research Report] RR-5274, INRIA. 2006Rapport
                             (rapport de recherche)
                    
        
        
            
                
                    inria-00071255
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| 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
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