 | 2010 |
|---|
| 5 |       | Jean-Philippe Chancelier,
Jérôme Lelong,
Bernard Lapeyre:
Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture
CoRR abs/1001.3213: (2010) |
| 2009 |
|---|
| 4 | | Jean-Philippe Chancelier,
Bernard Lapeyre,
Jérôme Lelong:
Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture.
IPDPS 2009: 1-6 |
| 3 | | Pierre Carpentier,
Jean-Philippe Chancelier,
Michel De Lara:
Approximations of Stochastic Optimization Problems Subject to Measurability Constraints.
SIAM Journal on Optimization 19(4): 1719-1734 (2009) |
| 2007 |
|---|
| 2 | | Jean-Philippe Chancelier,
Michel De Lara,
André de Palma:
Risk Aversion, Road Choice, and the One-Armed Bandit Problem.
Transportation Science 41(1): 1-14 (2007) |
| 2006 |
|---|
| 1 | | Kengy Barty,
Jean-Philippe Chancelier,
Guy Cohen,
Michel De Lara,
Thérèse Guilbaud,
Pierre Carpentier:
Dual effect free stochastic controls.
Annals OR 142(1): 41-62 (2006) |
Data released under the ODC-BY 1.0 license — See also our legal information page