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Paris-Dauphine: Game Theory, Economic Theory & Mathematical Economics (Topic)
204 Total downloads

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Showing Papers 1 - 7 of 7
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Incl. Electronic Paper Afriat's Theorem for Indivisible Goods
CESifo Working Paper Series No. 4498
Francoise Forges and Vincent Iehlé
Université Paris Dauphine - CEREMADE and Université Paris Dauphine - CEREMADE
Date Posted: December 06, 2013
Working Paper Series
19 downloads

Incl. Electronic Paper Markov Games with Frequent Actions and Incomplete Information
HEC Paris Research Paper No. ECO/SCD-2013-1007
Pierre Cardaliaguet, Catherine Rainer, Dinah Rosenberg and Nicolas Vieille
Université Paris Dauphine, l’Université de Brest en France, HEC Paris - Economics & Decision Sciences and HEC Paris - Economics & Decision Sciences
Date Posted: October 25, 2013
Last Revised: June 24, 2015
Working Paper Series
70 downloads

Incl. Electronic Paper Robust No-Free Lunch with Vanishing Risk, a Continuum of Assets and Proportional Transaction Costs
Emmanuel Lepinette, Bruno Bouchard and Erik Taflin
Université Paris-Dauphine - CEREMADE, CNRS, Université Paris Dauphine - CEREMADE and EISTI
Date Posted: March 30, 2013
Last Revised: June 24, 2015
Working Paper Series
21 downloads

Incl. Electronic Paper Evolutionary Beliefs in Financial Market
Elyes Jouini, Clotilde Napp and Yannick Viossat
Univ. Paris Dauphine - CEREMADE, CNRS and Université Paris-Dauphine and Université Paris Dauphine - CEREMADE
Date Posted: February 09, 2012
Working Paper Series
52 downloads

Incl. Electronic Paper Evolutionary Strategic Beliefs and Financial Markets
Elyes Jouini, Clotilde Napp and Yannick Viossat
Univ. Paris Dauphine - CEREMADE, CNRS and Université Paris-Dauphine and Université Paris Dauphine - CEREMADE
Date Posted: October 20, 2011
Working Paper Series
42 downloads

Calibration of Local Volatility Using the Local and Implied Instantaneous Variance
Turinici M. Gabriel
CEREMADE, Université Paris Dauphine
Date Posted: January 29, 2009
Working Paper Series

Applications of Malliavin Calculus to Monte Carlo Methods in Finance
Finance and Stochastics, Vol. 3, Iss. 4, August 1999
Eric Fournie, Jean-Michel Lasry, Jerome Lebuchoux, Pierre-Louis Lions and Nizar Touzi
BNP Paribas, BNP Paribas, Université Paris Dauphine - CEREMADE, Université Paris Dauphine - CEREMADE and Université Paris Dauphine - CEREMADE
Date Posted: October 21, 1999
Accepted Paper Series