Monique Pontier

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1 Departament d’Economia i Empresa, Universitat Pompeu Fabra, Ramon Trias Fargas 25-27, 08005 Barcelona, Spain 2 Departamento de Control Automático, Centro de Investigación y de Estudios Avanzados del Instituto Politécnico Nacional (CINVESTAV-IPN), Apartado Postal 14-740, CP 07000 México D.F., Mexico 3 Institut Mathématique de Toulouse, Université de(More)
In this paper almost sure convergence and asymptotic normality of generalized quadratic variation are studied. The main result in this paper extend classical results from Baxter and Gladyshev so that they can be applied to fractional Gaussian processes. An application to the estimation of the true axes of a fractional Brownian sheet is also obtained. Résumé(More)
Optimal impulse control problems were introduced by Bensoussan and Lions [5] and then formalized by other authors. In the past decades, many studies related to this problem have been reported in [2, 3, 10, 12]. These studies showed the existence of an optimal strategy but it seems that an explicit form of this optimal strategy is often missing. Barles(More)
We deal with the problem of outsourcing the debt for a big investment, according two situations: either the firm outsources both the investment (and the associated debt) and the exploitation to a private consortium, or the firm supports the debt and the investment but outsources the exploitation. We prove the existence of Stackelberg and Nash equilibria(More)
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