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Supplier selection-order allocation : a two-stage multiple criteria dynamic programming approach

Mafakheri, Fereshteh; Breton, Michèle; Ghoniem, Ahmed - In: International journal of production economics 132 (2011) 1, pp. 52-57

Persistent link: https://www.econbiz.de/10009151828

Resolution of financial distress under Chapter 11

Annabi, Amira; Breton, Michèle; François, Pascal - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1867-1887

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An analysis of the true notional bond system applied to the CBOT T-bond futures

Ben-Abdallah, Ramzi; Ben-Ameur, Hatem; Breton, Michèle - In: Journal of banking & finance 33 (2009) 3, pp. 534-545

Persistent link: https://www.econbiz.de/10003807700

A dynamic programming approach for pricing options embedded in bonds

Ben-Ameur, Hatem; Breton, Michèle; Karoui, Lotfi; … - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2212-2233

Persistent link: https://www.econbiz.de/10003485019

Evaluation of counterparty risk for derivatives with early-exercise features

Breton, Michèle; Marzouk, Oussama - In: Journal of economic dynamics & control 88 (2018), pp. 1-20

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Global hedging through post-decision state variables

Breton, Michèle; Godin, Frédéric - In: Journal of risk and financial management : JRFM 10 (2017) 3, pp. 1-6

Unlike delta-hedging or similar methods based on Greeks, global hedging is an approach that optimizes some terminal criterion that depends on the difference between the value of a derivative security and that of its hedging portfolio at maturity or exercise. Global hedging methods in discrete...

Persistent link: https://www.econbiz.de/10011712512

Could Chapter 11 redeem itself? : wealth and welfare effects of the redemption option

Annabi, Amira; Breton, Michèle; François, Pascal - In: International review of law and economics 67 (2021), pp. 1-15

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