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

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Viewing: 1 - 7 of 7 papers

1.

Markov Games with Frequent Actions and Incomplete Information

HEC Paris Research Paper No. ECO/SCD-2013-1007
Number of pages: 37 Posted: 25 Oct 2013 Last Revised: 24 Jun 2015
Working Paper Series
Université Paris Dauphine, l’Université de Brest en France, HEC Paris - Economics & Decision Sciences and HEC Paris - Economics & Decision Sciences
Downloads 84
2.

Evolutionary Beliefs in Financial Market

Number of pages: 49 Posted: 09 Feb 2012
Working Paper Series
Univ. Paris Dauphine - CEREMADE, CNRS and Université Paris-Dauphine and Université Paris Dauphine - CEREMADE
Downloads 53
3.

Evolutionary Strategic Beliefs and Financial Markets

Number of pages: 36 Posted: 20 Oct 2011
Working Paper Series
Univ. Paris Dauphine - CEREMADE, CNRS and Université Paris-Dauphine and Université Paris Dauphine - CEREMADE
Downloads 42
4.

Robust No-Free Lunch with Vanishing Risk, a Continuum of Assets and Proportional Transaction Costs

Number of pages: 41 Posted: 30 Mar 2013 Last Revised: 24 Jun 2015
Working Paper Series
Université Paris-Dauphine - CEREMADE, CNRS, Université Paris Dauphine - CEREMADE and EISTI
Downloads 23
5.

Afriat's Theorem for Indivisible Goods

CESifo Working Paper Series No. 4498
Number of pages: 18 Posted: 06 Dec 2013
Working Paper Series
Université Paris Dauphine - CEREMADE and Université Paris Dauphine - CEREMADE
Downloads 20
6.

Applications of Malliavin Calculus to Monte Carlo Methods in Finance

Finance and Stochastics, Vol. 3, Iss. 4, August 1999
Posted: 21 Oct 1999
Accepted Paper Series
BNP Paribas, BNP Paribas, Université Paris Dauphine - CEREMADE, Université Paris Dauphine - CEREMADE and Université Paris Dauphine - CEREMADE
7.

Calibration of Local Volatility Using the Local and Implied Instantaneous Variance

Posted: 29 Jan 2009
Working Paper Series
CEREMADE, Université Paris Dauphine