Search Results - "Decamps, P."

Informational cascades with endogenous prices: The role of risk aversion by Décamps, Jean-Paul, Lovo, Stefano

“…In this paper, we show that long run market informational inefficiency and informational cascades can easily happen when trades occur at market clearing…”
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A Martingale Characterization of Equilibrium Asset Price Processes by Décamps, J. P., Lazrak, A.

“…Bick (1987,1990) and He and Leland (1993) demonstrated that not every arbitrage-free Markovian diffusion price process is consistent with an equilibrium…”
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A Close Binary Star Resolved from Occultation by 87 Sylvia by Lin, Chi-Long, Zhang, Zhi-Wei, Chen, W. P., King, Sun-Kun, Lin, Hung-Chin, Wang, J.-H., Mondal, S., Alcock, C., Axelrod, T., Bianco, F. B., Byun, Y.-I., Coehlo, N. K., Cook, K. H., Dave, R., de Pater, I., Descamps, P., Lehner, M. J., Kim, D.-W., Lee, T., Lissauer, J. J., Marshall, S. L., Porrata, R., Protopapas, P., Rice, J. A., Schwamb, M. E., Wang, S.-Y., Wen, C.-Y.

“…The star BD +29 1748 was resolved to be a close binary from its occultation by the asteroid 87 Sylvia on 2006 December 18 UT. Four telescopes were used to…”
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Intrauterine growth restriction is accompanied by decreased renal volume in the human fetus by Silver, Lori E., Decamps, Philippe J., Korst, Lisa M., Platt, Lawrence D., Castro, Lony C.

“…Objective: Intrauterine growth-restricted fetuses are at risk for the development of adult hypertension and related cardiovascular diseases. Congenital…”
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Excessive continuation and dynamic agency costs of debt by Décamps, Jean-Paul, Faure-Grimaud, Antoine

“…This paper analyses the incentives of the equityholders of a leveraged company to shut it down in a continuous time, stochastic environment. Keeping the firm…”
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Investment timing and learning externalities by Décamps, Jean-Paul, Mariotti, Thomas

“…We study a duopoly model of investment, in which each player learns about the quality of a common value project by observing some public background…”
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Irreversible Investment in Alternative Projects by Décamps, Jean-Paul, Mariotti, Thomas, Villeneuve, Stéphane

“…We study the problem of a risk-neutral decision-maker who has to choose among two alternative investment projects of different scales under output price…”
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The three pillars of Basel II: optimizing the mix by Decamps, Jean-Paul, Rochet, Jean-Charles, Roger, Benoı̂t

“…The on-going reform of the Basel Accord relies on three “pillars”: a new capital adequacy requirement, supervisory review and market discipline. This article…”
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Subspace-by-subspace preconditioners for structured linear systems by Daydé, Michel J., Décamps, Jérôme P., Gould, Nicholas I. M.

“…We consider the iterative solution of symmetric positive‐definite linear systems whose coefficient matrix may be expressed as the outer product of low‐rank…”
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A P.D.E. approach to Asian options: analytical and numerical evidence by Alziary, Bénédicte, Décamps, Jean-Paul, Koehl, Pierre-François

“…We first derive a one-state-variable partial differential equation, easy to implement, which characterizes the price of a European type Asian option. This…”
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A note on risk aversion and herd behavior in financial markets by Decamps, Jean-Paul, Lovo, Stefano

“…We show that differences in market participants risk aversion can generate herd behavior in stock markets where assets are traded sequentially. This in turn…”
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Symposium on finance by Maug, E, Perotti, E C, Suarez, J, Décamps, J P, Faure-Grimaud, A, Cespa, G, Bossaerts, P, Fine, L, Ledyard, J, Bernhardt, D, Hughson, E

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A Variational Approach for Pricing Options and Corporate Bonds by Décamps, Jean-Paul, Rochet, Jean-Charles

“…We show that option prices can always be obtained as the values of simple optimization problems. This easy remark has two consequences: sensitivity analysis is…”
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