Marie Chazal
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A transformation for spectrally negative Lévy processes and applications | 2022-10-07 | Paper |
| Option pricing in a one-dimensional affine term structure model via spectral representations SIAM Journal on Financial Mathematics | 2018-08-10 | Paper |
| Smoothness of continuous state branching with immigration semigroups Journal of Mathematical Analysis and Applications | 2017-12-12 | Paper |
| A transformation for L\'evy processes with one-sided jumps and applications | 2010-10-19 | Paper |
| Equilibrium pricing bounds on option prices Mathematics and Financial Economics | 2008-09-04 | Paper |
| Production planning and inventories optimization: A backward approach in the convex storage cost case Journal of Mathematical Economics | 2008-07-11 | Paper |
| Production planning and inventories optimization with a general storage cost function. Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2003-09-07 | Paper |
Research outcomes over time
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