Mar 30 2024 Geoffrey Ducournau and Daniel Melhem   Bayesian statistical inference addressed to share prices dynamics' theory   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2022 David Roubaud   A real option to divest with two correlated sources of ambiguity   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 27 2018 Alejandro Mosiño and Alejandro Tatsuo Moreno-Okuno   On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process   Abstract  Contact Information  Citation  Full Text  -  Note   May 05 2017 David Roubaud , Alain Lapied and Robert Kast   Modelling under ambiguity with two correlated Choquet-Brownian motions   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 22 2017 Benjamín Vallejo Jiménez and Francisco Venegas Martínez   Optimal consumption and portfolio rules when the asset price is driven by a time-inhomogeneous Markov modulated fractional Brownian motion with multiple Poisson jumps   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 13 2013 Edward W. Sun and Timm Kruse   Economic Modeling for Optimal Trading of Financial Asset in Volatile Market   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 13 2011 Benoît Sévi and César Baena   Brownian motion vs. pure-jump processes for individual stocks   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 14 2008 Travaglini Giuseppe   An exact consumption rule with liquidity constraints and stochastic income   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 03 2003 Paul Makdissi and Nguyen Mahn Hung   Infantile mortality and fertility decisions in a stochastic environment   Abstract  Contact Information  Citation  Full Text  -  Note