output
20092022
most citedFast and stable multivariate kernel density estimation by fast sum updating

52 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing q-fin.PMShow all

2 papers · 1 filter

q-fin.PM2014

Liquidity Management with Decreasing-returns-to-scale and Secured Credit Line

Erwan Pierre, Stéphane Villeneuve, Xavier Warin

This paper examines the dividend and investment policies of a cash constrained firm that has access to costly external funding. We depart from the literature by allowing the firm t…

q-fin.PM2013

Investment under uncertainty, competition and regulation

Adrien Nguyen Huu

We investigate a randomization procedure undertaken in real option games which can serve as a basic model of regulation in a duopoly model of preemptive investment. We recall the r…