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Pricing and Hedging Contingent Claims with Liquidity Costs and Market Impact

Frédéric Abergel , Gregoire Loeper
International Workshop on Econophysics and Sociophysics - Recent Progress and Future Directions (Econophys), Jan 2017, Jawaharlal Nehru Univ, New Delhi, India
Conference papers hal-02861049v1

Risk-based performance evaluation of improvement strategies for sustainable e-waste management

Yan Xu , Chung-Hsing Yeh , Shaopeng Yang , Bhumika Gupta
Resources, Conservation and Recycling, 2020, 155, pp.104664. ⟨10.1016/j.resconrec.2019.104664⟩
Journal articles hal-02769431v1
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Reaching Broader Audiences With Data Visualization

Bongshin Lee , Eun Kyoung Choe , Petra Isenberg , Kim Marriott , John T. Stasko
IEEE Computer Graphics and Applications, In press, 40 (2), pp.82--90
Journal articles hal-02459678v1

Enterococcus hirae and Barnesiella intestinihominis Facilitate Cyclophosphamide-Induced Therapeutic Immunomodulatory Effects

Romain Daillère , Marie Vétizou , Nadine Waldschmitt , Takahiro Yamazaki , Christophe Isnard , et al.
Immunity, 2016, 45 (4), pp.931 - 943. ⟨10.1016/j.immuni.2016.09.009⟩
Journal articles hal-01429856v1

Study of Human T21 Placenta Suggests a Potential Role of Mesenchymal Spondin-2 in Placental Vascular Development

Pascale Gerbaud , Padma Murthi , Jean Guibourdenche , Fabien Guimiot , Benoît Sarazin , et al.
Endocrinology, 2019, 160 (3), pp.684-698. ⟨10.1210/en.2018-00826⟩
Journal articles inserm-02472525v1
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Treewidth, crushing and hyperbolic volume

Clément Maria , Jessica Purcell
Algebraic and Geometric Topology, 2019, 19 (5), pp.2625-2652. ⟨10.2140/agt.2019.19.2625⟩
Journal articles hal-02429712v1
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Ahmed Belhadjayed , Grégoire Loeper , Frédéric Abergel
Quantitative Finance, 2016, 17 (3), pp.369-382. ⟨10.1080/14697688.2016.1206959⟩
Journal articles hal-01512431v1
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Hysteresis of two-dimensional flows around a NACA0012 airfoil at Re = 5000 and linear analyses of their mean flow.

Olivier Marquet , Justin Leontini , Jisheng Zhao , Mark Thompson
Preprints, Working Papers, ... hal-03529799v1
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Interaction in the Visualization of Multivariate Networks

Michael Wybrow , Niklas Elmqvist , Jean-Daniel Fekete , Tatiana von Landesberger , Jarke van Wijk , et al.
Kerren, Andreas; Purchase, Helen; Ward, Matthew O. Multivariate Network Visualization, 8380, Springer, pp.XV, 237, 2014, Lecture Notes in Computer Science, 978-3-319-06792-6
Book sections hal-00974335v2
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Reduced Complexity Model Intercomparison Project Phase 1: introduction and evaluation of global-mean temperature response

Zebedee Nicholls , Malte Meinshausen , Jared Lewis , Robert Gieseke , Dietmar Dommenget , et al.
Geoscientific Model Development, 2020, 13 (11), pp.5175-5190. ⟨10.5194/gmd-13-5175-2020⟩
Journal articles hal-03006199v1

Twist Extrusion as a Potent Tool for Obtaining Advanced Engineering Materials: A Review

Yan Beygelzimer , Roman Kulagin , Yuri Estrin , Laszlo Toth , Hyoung Seop Kim , et al.
Advanced Engineering Materials, 2017, 19 (8), pp.1600873. ⟨10.1002/adem.201600873⟩
Journal articles hal-03165705v1
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Comparative roadmaps of reprogramming and oncogenic transformation identify Bcl11b and Atoh8 as broad regulators of cellular plasticity

A. Huyghe , G. Furlan , J. Schroeder , E. Cascales , A. Trajkova , et al.
Nature Cell Biology, 2022, 24 (9), pp.1350-1363. ⟨10.1038/s41556-022-00986-w⟩
Journal articles hal-03852723v1

An Observational Study of Dyspnea in Emergency Departments: The Asia, Australia, and New Zealand Dyspnea in Emergency Departments Study ( AANZDEM )

Anne‐maree Kelly , Gerben Keijzers , Sharon Klim , Colin Graham , Simon Craig , et al.
Academic Emergency Medicine, 2017, 24 (3), pp.328-336. ⟨10.1111/acem.13118⟩
Journal articles hal-02547745v1

Common genetic variants influence human subcortical brain structures.

Derrek P Hibar , Jason L Stein , Miguel E Renteria , Alejandro Arias-Vasquez , Sylvane Desrivières , et al.
Nature, 2015, 520 (7546), pp.224-9. ⟨10.1038/nature14101⟩
Journal articles hal-01196805v1

Late-onset and nonlate-onset schizophrenia: A comparison of clinical characteristics in a multicenter study

C. Passerieux , J. Pellerin , J. Perlbarg , S. Perron , A. Petit , et al.
International Journal of Geriatric Psychiatry, 2021, 36 (8), pp.1204-1215. ⟨10.1002/gps.5512⟩
Journal articles hal-03590151v1

Challenging the robustness of optimal portfolio investment with moving average-based strategies

Ahmed Bel Hadj Ayed , Grégoire Loeper , Frédéric Abergel
Quantitative Finance, 2018, 19 (1), pp.123-135. ⟨10.1080/14697688.2018.1468080⟩
Journal articles hal-02527992v1

Ultrathin Pancharatnam-Berry Metasurface with Maximal Cross-Polarization Efficiency

Xumin Ding , Francesco Monticone , Kuang Zhang , Lei Zhang , Dongliang Gao , et al.
Advanced Materials, 2015, 27 (7), pp.1195-1200. ⟨10.1002/adma.201405047⟩
Journal articles istex hal-01422951v1
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Immersive Analytics: An Introduction

Tim Dwyer , Kim Marriott , Tobias Isenberg , Karsten Klein , Nathalie Riche , et al.
Immersive Analytics, Springer, pp.1 - 23, 2018, ⟨10.1007/978-3-030-01388-2_1⟩
Book sections hal-01907533v1
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Spatial segregation of dust grains in transition disks : SPHERE observations of 2MASS J16083070-3828268 and RXJ1852.3-3700

M. Villenave , Myriam Benisty , W.R.F. Dent , François Ménard , Antonio Garufi , et al.
Astronomy and Astrophysics - A&A, 2019, 624 (7), pp.1-6. ⟨10.1051/0004-6361/201834800⟩
Journal articles hal-02507592v1
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Small MultiPiles: Piling Time to Explore Temporal Patterns in Dynamic Networks

Benjamin Bach , Nathalie Henry-Riche , Tim Dwyer , Tara Madhyastha , Jean-Daniel Fekete , et al.
Computer Graphics Forum, 2015, ⟨10.1111/cgf.12615⟩
Journal articles istex hal-01158987v1

Decadal climate variability in the tropical Pacific: Characteristics, causes, predictability, and prospects

Scott Power , Matthieu Lengaigne , Antonietta Capotondi , Myriam Khodri , Jérôme Vialard , et al.
Science, 2021, 374 (6563), ⟨10.1126/science.aay9165⟩
Journal articles hal-03431253v1
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Methylation scores for smoking, alcohol consumption and body mass index and risk of seven types of cancer

Pierre Antoine Dugué , Chenglong Yu , Allison M. Hodge , Eeming Wong , Ji Hoon E. Joo , et al.
International Journal of Cancer, 2023, 153 (3), pp.489-498. ⟨10.1002/ijc.34513⟩
Journal articles hal-04190833v1
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A collaborative resource platform for non-human primate neuroimaging

Adam Messinger , Nikoloz Sirmpilatze , Katja Heuer , Kep Kee Loh , Rogier B Mars , et al.
NeuroImage, 2021, 226, pp.117519. ⟨10.1016/j.neuroimage.2020.117519⟩
Journal articles hal-03167240v1

Alcohol consumption is associated with widespread changes in blood DNA methylation: Analysis of cross-sectional and longitudinal data

Pierre Antoine Dugué , Rory Wilson , Benjamin Lehne , Harindra Jayasekara , Xiaochuan Wang , et al.
Addiction Biology, 2021, 26 (1), ⟨10.1111/adb.12855⟩
Journal articles hal-03127523v1
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Transport of atoms in a quantum conveyor belt

Antoine Browaeys , H. Haeffner , C. Mckenzie , S. L. Rolston , K. Helmerson , et al.
Physical Review A : Atomic, molecular, and optical physics [1990-2015], 2005, 72, pp.053605. ⟨10.1103/PhysRevA.72.053605⟩
Journal articles hal-00687518v1
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Managing asthma in the era of biological therapies

Philip G. Bardin , David Price , Pascal Chanez , Marc Humbert , Arnaud Bourdin
The Lancet Respiratory Medicine, 2017, 5 (5), pp.376--378. ⟨10.1016/S2213-2600(17)30124-8⟩
Journal articles hal-01761925v1

Application of Transformation Electromagnetics for Omnidirectional Emission

Paul-Henri Tichit , Shah Nawaz Burokur , Cheng-Wei Qiu , Andre De Lustrac
2014 8TH EUROPEAN CONFERENCE ON ANTENNAS AND PROPAGATION (EUCAP), 2014, Unknown, Unknown Region. pp.2680+
Conference papers hal-01422969v1
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Hedging of covered options with linear market impact and gamma constraint

Bruno Bouchard , G Loeper , Y Zou
SIAM Journal on Control and Optimization, 2017, 55 (5), pp.3319-3348. ⟨10.1137/15m1054109⟩
Journal articles hal-01247523v1
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Unusual water hydrogen bond network around hydrogenated nanodiamonds

Tristan Petit , Ljiljana Puskar , Tatiana Dolenko , Sneha Choudhury , Eglof Ritter , et al.
Journal of Physical Chemistry C, 2017, 121 (9), pp.5185 - 5194. ⟨10.1021/acs.jpcc.7b00721⟩
Journal articles cea-01791642v1

DEFECTIVE EMBRYO AND MERISTEMS genes are required for cell division and gamete viability in Arabidopsis

Chin Hong Lee , Nathaniel Hawker , Jonathan Peters , Thierry Lonhienne , Nial Gursanscky , et al.
PLoS Genetics, 2021, 17 (5), pp.e1009561. ⟨10.1371/journal.pgen.1009561⟩
Journal articles hal-03363693v1