Author:
Bossy Mireille,Maïzi Nadia,Pourtallier Odile
Reference7 articles.
1. Başar, T., Olsder, G.J.: Dynamic Noncooperative Game Theory. Classics in Applied Mathematics, vol. 23. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA (1999). Reprint of the second edn (1995)
2. Bossy, M., Maïzi, N., Olsder, G.J., Pourtallier, O., Tanré, E.: Electricity prices in a game theory context. In: Dynamic Games: Theory and Applications. GERAD 25th Anniversary Series, pp. 135–159, vol. 10. Springer, New York (2005)
3. Carmona, R., Coulon, M., Schwarz, D.: The valuation of clean spread options: linking electricity, emissions and fuels. Quant. Finan. 12(12), 1951–1965 (2012)
4. Carmona, R., Delarue, F., Espinosa, G.E., Touzi, N.: Singular forward-backward stochastic differential equations and emissions derivatives. Ann. Appl. Probab. 23(3), 1086–1128, 06 (2013)
5. Chiesa, G., Denicolò, V.: Trading with a common agent under complete information: a characterization of nash equilibria. J. Econ. Theory 144, 296–311 (2009)
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献