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Competition and bargaining in wireless networks with spectrum leasing

GUIJARRO, Luis; PLA, Vicent; Tuffin, Bruno; MAILLÉ, Patrick - HAL - 2011

competition game, which models the price competition between the MNO and the MVNO; and a subscription game, which models the … value, for the bargain; Nash equilibrium, for the competition; and Wardrop equilibrium, for the subscription. The paper … assesses which conditions lead to an equilibrium where the competition does take place, which are expressed as restrictions for …

Persistent link: https://www.econbiz.de/10010567981

Net Neutrality Debate: Impact of Competition among ISPs

Boussion, François; Maillé, Patrick; Tuffin, Bruno - HAL - 2012

Network neutrality has recently been the topic of an important debate, in both the telecommunication and political worlds, because of its potential impact in every-day life. While there has been many studies discussing the advantages and drawbacks of neutrality, there is no game-theoretical...

Persistent link: https://www.econbiz.de/10010820999

Programming, optimal pricing and partnership contract for infrastructures in PPPs

Bonnafous, Alain - HAL - 2010

programming or pricing. Ensuring a coherent match between these two types of optimisation can provide a principle for determining … cases of optimal pricing. …

Persistent link: https://www.econbiz.de/10008876655

Equilibrium Pricing in Incomplete Markets

Bizid, Abdelhamid; Jouini, Elyès - HAL - 2005

. Our approach leads to an interval of admissible prices much better than the arbitrage pricing interval. …

Persistent link: https://www.econbiz.de/10010750418

Mark-up and Capital Structure of the Firm facing Uncertainty

Chatelain, Jean-Bernard - HAL - 2001

This note shows that, with pre-set price and capital decisions of firms facing uncertainty and financial market imperfections, price, mark up and the expected degree of capacity utilization (resp. capital) decreases (resp. increases) with the firm internal net worth.

Persistent link: https://www.econbiz.de/10010750432

Pricing of Non-redundant Derivatives in a Complete Market

Jouini, Elyès; Pierre-François, Koehl; Bizid, Abdelhamid - HAL - 1998

We consider a complete financial market with primitive assets and derivatives on these primitive assets. Nevertheless, the derivative assets are non-redundant in the market, in the sense that the market is complete, only with their existence. In such a framawork, we derive an equilibrium...

Persistent link: https://www.econbiz.de/10010750485

Option Pricing under GARCH models with Generalized Hyperbolic innovations (I) : Methodology

Chorro, Christophe; Guegan, Dominique; Ielpo, Florian - HAL - 2008

In this paper, we present an alternative to the Black Scholes model for a discrete time economy using GARCH-type models for the underlying asset returns with Generalized Hyperbolic (GH) innovations that are potentially skewed and leptokurtic. Assuming that the stochastic discount factor is an...

Persistent link: https://www.econbiz.de/10010750905

Stratégies évolutionnaires dans un modèle macroéconomique dynamique et complexe peuplé d'agents hétérogènes, autonomes et concurrents

Seppecher, Pascal - HAL - 2010

Suivant la feuille de route tracée par Joan Robinson, nous avons construit un modèle d'économie monétaire de production avec monnaie endogène, peuplé d'agents hétérogènes, autonomes et concurrents. Dans ce papier, on se propose de relâcher l'hypothèse d'entreprises orientées vers la...

Persistent link: https://www.econbiz.de/10008792101

Arbitrage with fixed costs and interest rate models

Napp, Clotilde; Jouini, Elyès - HAL - 2006

provide fair pricing rules. We then apply these results to extend some popular interest rate and option pricing models that …

Persistent link: https://www.econbiz.de/10008792490

Entreprises adaptatives, détermination des prix et répartition du revenu dans un modèle macroéconomique multi-agents avec monnaie endogène

Seppecher, Pascal - HAL - 2012

Ce papier présente un modèle macroéconomique qui associe étroitement théorie de la monnaie endogène et approche multi-agents. C'est un modèle décentralisé, peuplé d'agents multiples, hétérogènes, autonomes et concurrents qui interagissent simultanément dans les sphères réelle et...

Persistent link: https://www.econbiz.de/10008792906

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