Multi-Agent Contextual Combinatorial Multi-Armed Bandits with Linear Structured Super Arm: application to energy management optimization in Smart Grids

Functional composition of the Amazonian tree flora and forests

Association between common cardiovascular risk factors and clinical phenotype in patients with hypertrophic cardiomyopathy from the European Society of Cardiology (ESC) EurObservational Research Programme (EORP) Cardiomyopathy/Myocarditis registry

Characterization and decomposition of the natural van der Waals SnSb2Te4 under compression

Phylogenetic conservatism in the relationship between functional and demographic characteristics in Amazon tree taxa

Early mobilisation in critically ill COVID-19 patients: a subanalysis of the ESICM-initiated UNITE-COVID observational study

Diminishing benefits of urban living for growth and development of school-aged children and adolescents in the 21st century

Erratum: The Robust Superreplication Problem: A Dynamic Approach

From small markets to big markets

No free lunch for markets with multiple numéraires

No-arbitrage with multiple-priors in discrete time

The Robust Superreplication Problem: A Dynamic Approach

Quasi-sure essential supremum and applications to finance

Convergence of utility indifference prices to superreplication price

Efficient Approximations for Utility-Based Pricing

Risk-Neutral Pricing for Arbitrage Pricing Theory

Short Communication: Super-Replication Prices with Multiple Priors in Discrete Time

Portfolio optimization for piecewise criteria functions

Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models

Multiple-priors optimal investment in discrete time for unbounded utility function

Super-replication price for asset prices having bounded increments in discrete time

Finance de marché

Risk-averse asymptotics for reservation prices

Convergence of utility indifference prices to the superreplication price in a multiple-priors framework

Optimal investment with possibly non-concave utilities and no-arbitrage: a measure theoretical approach

Optimal strategies and utility-based prices converge when agents' preferences do

Stochastic Sensitivity Study for Optimal Credit Allocation

Optimal strategies and utility-based prices converge when agents' preferences do

Convergence of Utility Indifference Prices to the Superreplication Price

Nonconcave Robust Utility Maximization under Projective Determinacy

Convergence of utility indifference prices to the superreplication price : the whole real line case

Pricing and Hedging Basis Risk under No Good Deal Assumption

Risk-averse asymptotics for reservation prices

Non-concave utility maximisation on the positive real axis in discrete time

Projective functions

Mathématiques financières en marché incomplet.

Discrete time optimal investment under model uncertainty

Stochastic Sensitivity Study for Optimal Credit allocation

On optimal investment for a behavioral investor in multiperiod incomplete market models

Investment and arbitrage opportunities with short sales constraints

Super-replication price: it can be ok

Pricing without no-arbitrage condition in discrete time

A class of financial products and models where super-replication prices are explicit

Pricing without martingale measure

No Arbitrage in Discrete Time Under Portfolio Constraints

A discrete stochastic model for investment with an application to the transaction costs case

Investment and Arbitrage Opportunities with Short Sales Constraints

Participation of a cysteine tetrad in the recycling mechanism of methionine sulfoxide reductase A from radiation-tolerant Deinococcus bacteria

Space dependent adhesion forces mediated by transient elastic linkages: New convergence and global existence results

Very Weak Estimates for a Rough Poisson-Dirichlet Problem with Natural Vertical Boundary Conditions