17 citations · 103 across the 21 of their papers we have counts for
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q-fin.TR2013
Nash equilibrium for coupling of CO2 allowances and electricity markets
Mireille Bossy, Nadia Maizi, Odile Pourtallier
In this note, we present an existence result of a Nash equilibrium between electricity producers selling their production on an electricity market and buying CO2 emission allowance…
math.PR2013
Lagrangian stochastic models with specular boundary condition
Mireille Bossy, Jean-Francois Jabir
In this paper, we prove the well-posedness of a conditional McKean Lagrangian stochastic model endowing the specular boundary condition and the mean no--permeability condition in s…