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Correlation evidence in the dynamics of agricultural commodity prices

Raphael Homayoun Boroumand , Stéphane Goutte , Simon Porcher , Thomas Porcher
Applied Economics Letters, 2014, 21 (17), pp.1238-1242. ⟨10.1080/13504851.2014.922742⟩
Journal articles hal-02145832v1
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On some endogenous probability-migration models

Manuel Philippe Emile Garcon , Josselin Garnier , Abdennebi Omrane
Revue d'économie régionale et urbaine, 2013, ⟨10.3917/reru.135.0877⟩
Journal articles hal-02504307v1

Lines on the Horizon

Frédéric Jaeck , Angelo Guerraggio , Laurent Mazliak
Images of Italian Mathematics in France, Springer International Publishing, pp.127-179, 2016, Trends in the History of Science, 9783319400822. ⟨10.1007/978-3-319-40082-2_6⟩
Book sections hal-03410097v1

Dual Optimization Problem on Defaultable Claims

Stéphane Goutte , Armand Ngoupeyou
Mathematical Economics Letters, 2014, 1 (2-4), pp.134-146. ⟨10.1515/mel-2013-0002⟩
Journal articles halshs-02175681v1
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Voting for bugs in Firefox: a voice for Mom and Dad?

Jean-Michel Dalle , Matthijs Den-Besten
6th International IFIP WG 2.13 Conference on Open Source Systems,(OSS), May 2010, Notre Dame, United States. pp.73-84, ⟨10.1007/978-3-642-13244-5_6⟩
Conference papers hal-00549769v1
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Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights

Jonathan Donier , Jean-Philippe Bouchaud
PLoS ONE, 2015, 10 (10), pp.e0139356. ⟨10.1371/journal.pone.0139356.g006⟩
Journal articles hal-01277584v1
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Density approach in modelling successive defaults

Nicole El Karoui , Monique Jeanblanc , Ying Jiao
SIAM Journal on Financial Mathematics, 2015, 6 (1), pp.1-21
Journal articles hal-00870492v1

Social distance, heterogeneity and social interactions.

Rama Cont , Matthias Loewe
Journal of Mathematical Economics, 2010, 46 (4), pp.572-590. ⟨10.1016/j.jmateco.2010.03.009⟩
Journal articles istex hal-00545746v1
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Multivariate Longitudinal Analysis with Bivariate Correlation Test

Eric Houngla Adjakossa , Ibrahim Sadissou , Mahouton Norbert Hounkonnou , Gregory Nuel
PLoS ONE, 2016, 11 (8), pp.e0159649. ⟨10.1371/journal.pone.0159649⟩
Journal articles hal-01378473v1

Réseaux de télécommunications et fluidité des marchés: vers une nouvelle définition de l'entreprise

N. Curien , M. Gensollen
Recherche et Applications en Marketing (French Edition), 1988, 3 (4), pp.73-84
Journal articles hal-02011453v1

Mean-variance hedging under multiple defaults risk

Sebastien Choukroun , Stéphane Goutte , Armand Ngoupeyou
Stochastic Analysis and Applications, 2015, 33 (5), pp.757-791
Journal articles hal-02879243v1
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La théorie des probabilités et l'Institut Henri Poincaré (1918-1939) : construction d'un champ probabiliste parisien et pratique d'un transfert culturel

Matthias Cléry
Histoire et perspectives sur les mathématiques [math.HO]. Université Paris-Saclay, 2020. Français. ⟨NNT : 2020UPASK003⟩
Theses tel-03131709v1
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ON SOME ENDOGENOUS PROBABILITY-MIGRATION MODELS

Manuel Philippe Emile Garcon , Josselin Garnier , Abdennebi Omrane
48 ème colloque de l'Association de Science Régionale De Langue Française, Jul 2011, Schoelcher, Martinique
Conference papers hal-02504346v1
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Une étude de trajectoire. Kyrille Popoff, les guerres et la balistique

Laurent Mazliak
2011
Preprints, Working Papers, ... hal-00544318v2
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Growth and agglomeration in the heterogeneous space: A generalized AK approach

Raouf Boucekkine , Giorgio Fabbri , Salvatore Federico , Fausto Gozzi
2018
Preprints, Working Papers, ... hal-01713905v1
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Introduction Big History's Big Potential

Leonid Grinin , David Baker , Esther Quaedackers , Andrey Korotayev
Grinin, Leonid. Teaching & Researching Big History: Exploring a New Scholarly Field, Grinin, Leonid, pp.7 - 18, 2014, 978-5-7057-4027-7
Book sections hprints-01861262v1
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Cause-of-Death Mortality: What Can Be Learned From Population Dynamics?

Séverine Arnold , Alexandre Boumezoued , Héloïse Labit Hardy , Nicole El Karoui
2015
Preprints, Working Papers, ... hal-01157900v1
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Improving HMD mortality estimates with HFD fertility data

Alexandre Boumezoued
2016
Preprints, Working Papers, ... hal-01270565v1
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The difficulties of scientific life in occupied France

Laurent Mazliak
2016
Preprints, Working Papers, ... hal-01360876v1
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Measuring mortality heterogeneity with multi-state models and interval-censored data

Alexandre Boumezoued , Nicole El Karoui , Stéphane Loisel
2015
Preprints, Working Papers, ... hal-01215350v1

Renato Betti. Les mathématiques comme habitude de pensée. Les idées scientifiques de Pavel Florenski

Laurent Mazliak
2022
Translation hal-03938931v1

FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK

Rama Cont , Lakshithe Wagalath
Mathematical Finance, 2016, 26 (4), pp.835-866. ⟨10.1111/mafi.12071⟩
Journal articles hal-03003955v1

Joël Guiot, Alain Nadai, Josette Garnier, Isabelle Chuine, Bernard Reber, 2013, " Changement global organisme, écosystème humain, macro-écologie

Joel Guyot , Josette Garnier , Isabelle Chuine , Bernard Reber
Prospective de l'INstitut Ecologie et Environnement du CNRS, Oct 2012, Avignon, France. pp.165-171
Conference papers halshs-00806643v1
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Partial Splitting of Longevity and Financial Risks: The Longevity Nominal Choosing Swaptions

Harry Bensusan , Nicole El Karoui , Stéphane Loisel , Yahia Salhi
Insurance: Mathematics and Economics, 2016, 68 (May 2016), pp.61-72
Journal articles hal-00768526v1
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FIXED POINTS IN MULTIPLE EQUILIBRIA PROBABILITY-MIGRATION MODELS

Manuel Philippe Emile Garcon , Josselin Garnier , Abdennebi Omrane
Serdica Mathematical Journal, 2015, 41, pp.263 - 276
Journal articles hal-02504289v1

Credit default swaps and financial stability

Rama Cont
Financial Stability Review, 2010, 14, pp.35-43
Journal articles hal-00545742v1
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Modelling sovereign risks: from a hybrid model to the generalized density approach

Ying Jiao , Shanqiu Li
Mathematical Finance, 2015, 28 (1), pp.240-267
Journal articles hal-01158141v1
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Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions

Nicole El Karoui , Stéphane Loisel , Jean-Luc Prigent , Julien Vedani
European Actuarial Journal, 2017, 7 (1)
Journal articles hal-01242023v1

INSTITUTIONAL INVESTORS AND THE DEPENDENCE STRUCTURE OF ASSET RETURNS

Rama Cont , Lakshithe Wagalath
International Journal of Theoretical and Applied Finance, 2016, 19 (02), pp.1650010. ⟨10.1142/s0219024916500102⟩
Journal articles hal-01562988v1

LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS

Lakshithe Wagalath
International Journal of Theoretical and Applied Finance, 2017, 20 (01), ⟨10.1142/S0219024917500017⟩
Journal articles hal-01745354v1