Publications des institutions partenaires
Feller semigroups, Lp-sub-Markovian semigroups, and applications to pseudo-differential operators with negative definite symbols
Institution partenaire
English / 01/01/2001
Eigenvalue distribution of some fractal semi-elliptic differential operators
Institution partenaire
English / 01/01/2001
Diagnosing and treating the fat tails in financial returns data
Institution partenaire
English / 01/01/2000
Conditional density and value-at-risk prediciton of Asian currency exchange rates
Institution partenaire
English / 01/01/2000
Traces of Anisotropic Besov-Lizorkin-Triebel Spaces: A Complete Treatment of the Borderline Cases
Institution partenaire
English / 01/01/2000
Atomic and subatomic decompositions in anisotropic function spaces
Institution partenaire
English / 01/01/2000
A simple estimator for the characteristic exponent of the stable paretian distribution
Institution partenaire
English / 01/01/1999
The behaviour of the eigenvalues for a class of operators related to some self-affine fractals in R^2
Institution partenaire
English / 01/01/1999
The distribution of eigenfrequencies of anisotropic fractal drums
Institution partenaire
English / 01/01/1999
Irrational entry, rational exit
This paper sets up a model for analysing the problem of rational exit where the stopping time itself is part of the integration problem. The model development is for the case of smoking. Smoking produces pleasure, pain and addiction. Our model captures all these elements and using Brownian notion and continuous martingales establishes that “quit smoking” campaigns require a two…
Institution partenaire
English / 01/01/1998
Approximate distributions for the various serial correlograms
Institution partenaire
English / 01/01/1998
Unconditional and conditional distributional models for the Nikkei index
Institution partenaire
English / 01/01/1998
A tail estimator for the index of the stable paretian distribution
Institution partenaire
English / 01/01/1998
Anisotropic function spaces, fractals, and spectra of some elliptic and semi-elliptic differential operators
Institution partenaire
English / 01/01/1998
Stable Paretian Modeling in Finance: Some Empirical and Theoretical Aspects
Institution partenaire
English / 01/01/1998
An embedding result for generalized Orlicz-Sobolev spaces
Institution partenaire
English / 01/01/1997
Discriminatory versus uniform Treasury auctions: Evidence from when-issued transactions
We use wehn-issued transactions data to assess the Treasury's current experiment with uniform auctions, suggesting a higher information release, which should reduce pre-auction uncertainty and the winner's curse. Under uniform auctions, wehn-issued volatility falls after the auction and again after the outcome announcement. The pattern is the opposite for discriminatory…
Institution partenaire
English / 01/01/1996
On the sharpness of the Orlicz-Sobolev imbedding theorem
Institution partenaire
English / 01/01/1996
A Comparison of US, UK, and German Insolvency Codes
This paper describes three insolvency codes, those of the United Kingdom (UK), Germany, and the United States (US) and compares their efficiency against a number of benchmarks. These codes have been chosen because they cover a broad spectrum of debtor- and creditor-oriented insolvency procedures. The paper also compares the plans of distressed firms' reorganizations both within…
Institution partenaire
English / 01/01/1996
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