On the limiting deterministic case in McDonald-Siegel real option model

von Braouezec, Yann
Veröffentlicht in Institute of Chartered Financial Analysts of India The ICFAI journal of applied finance (2009)

Committee, expert advice, and the weighted majority algorithm : an application to the pricing decision of a monopolist

von Braouezec, Yann
Veröffentlicht in Computational economics (2010)

On the welfare effects of regulating the number of discriminatory prices

von Braouezec, Yann
Veröffentlicht in Research in economics (2016)

Financing constraint, over-investment and market-to-book ratio

von Braouezec, Yann
Veröffentlicht in Finance research letters (2009)

How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach

von Braouezec, Yann
Veröffentlicht in Finance research letters (2017)

Customer-class pricing, parallel trade and the optimal number of market segments

von Braouezec, Yann
Veröffentlicht in International journal of industrial organization (2012)

A new elementary geometric approach to option pricing bounds in discrete time models

von Braouezec, Yann
Veröffentlicht in European journal of operational research (2016)

Risk-based capital requirements and optimal liquidation in a stress scenario

von Braouezec, Yann
Veröffentlicht in Review of finance (2018)

A generalized Nash equilibrium problem arising in banking regulation : an existence result with Tarski's theorem

von Braouezec, Yann
Veröffentlicht in Operations research letters (2023)

Valuing an investment project using no-arbitrage and the alpha-maxmin criteria : from Knightian uncertainty to risk

von Braouezec, Yann
Veröffentlicht in Economics letters (2019)

Strategic fire-sales and price-mediated contagion in the banking system

von Braouezec, Yann
Veröffentlicht in European journal of operational research (2019)

Economic foundations of generalized games with shared constraint : do binding agreements lead to less Nash equilibria?

von Braouezec, Yann
Veröffentlicht in European journal of operational research (2023)

Corporate liquidity, dividend policy and default risk : optimal financial policy and agency costs

von Braouezec, Yann
Veröffentlicht in International journal of theoretical and applied finance (2010)