222 citations
- Université Paris 1 Panthéon-SorbonneFR50 papers
- Centre National de la Recherche ScientifiqueFR25 papers
- Laboratoire de Statistique Théorique et AppliquéeFR13 papers
- Sorbonne UniversitéFR13 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR10 papers
- Paris School of EconomicsFR9 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR7 papers
- Université Paris CitéFR7 papers
- CEPN - Centre d'Economie de l'Université Paris Nord6 papers
- Cole Engineering Services (United States)US4 papers
- Université Sorbonne Paris NordFR4 papers
- CEPNFR3 papers
103 papers
Hartman-Stampacchia theorem, Gale-Nikaido-Debreu lemma, and Brouwer and Kakutani fixed-point theorems
Pascal Gourdel, Cuong Le Van, Ngoc-Sang Pham +1
This paper uses the Hartman-Stampacchia theorems as the primary tool to prove the Gale-Nikaid{ô}-Debreu lemmas. It also establishes a cycle of equivalences among the Hartman-Stampa…
Growing Binary Trees
Olivier Bodini, Antoine Genitrini, Khaydar Nurligareev
This paper introduces a new combinatorial framework for modeling the growth of binary trees through a discrete evolution process that incorporates a growing rule and an extinction…
An Entropy Regularized BSDE Approach to Bermudan Options and Games
Noufel Frikha, Libo Li, Daniel Chee
In this paper, we investigate optimal stopping problems in a continuous-time framework where only a discrete set of stopping dates is admissible, corresponding to the Bermudan opti…
To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies
Stefano Bosi, Cuong Le Van, Ngoc-Sang Pham
We study an overlapping generations (OLG) exchange economy with an asset that yields dividends. First, we derive general conditions, based on exogenous parameters, that give rise t…
Minimal balanced collections and their applications to core stability and other topics of game theory
Dylan Laplace Mermoud, Michel Grabisch, Peter Sudhölter
Minimal balanced collections are a generalization of partitions of a finite set of n elements and have important applications in cooperative game theory and discrete mathematics. H…
On the Set of Balanced Games
Pedro Garcia-Segador, Michel Grabisch, Pedro Miranda
We study the geometric structure of the set of cooperative transferable utility games having a nonempty core, characterized by Bondareva and Shapley as balanced games. We show that…