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 2014Show 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.PR2014

Hedging Expected Losses on Derivatives in Electricity Futures Markets

Adrien Nguyen Huu, Nadia Oudjane

We investigate the problem of pricing and hedging derivatives of Electricity Futures contract when the underlying asset is not available. We propose to use a cross hedging strategy…