Study of two stochastic optimization problems : American put option in a discrete dividend model and dynamic programming principle with probability constraints
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | https://theses.hal.science/tel-00940506 |
| Author | Jeunesse, Maxence |
| Maintainer | CCSD |
| Last Updated | May 7, 2026, 03:58 (UTC) |
| Created | May 7, 2026, 03:58 (UTC) |
| Identifier | tel-00940506 |
| Language | fr |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS) ; École nationale des ponts et chaussées (ENPC) |
| creator | Jeunesse, Maxence |
| date | 2013-01-29T00:00:00 |
| harvest_object_id | d3208cde-9fa5-44b0-8578-55c03ee38c7f |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-01-28T00:00:00 |
| set_spec | type:THESE |