Marie Chazal

Available identifiers

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	2018-08-10	Paper
Smoothness of continuous state branching with immigration semigroups	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	2008-09-04	Paper
Production planning and inventories optimization: A backward approach in the convex storage cost case	2008-07-11	Paper
Production planning and inventories optimization with a general storage cost function.	2003-09-07	Paper

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