Microéconomie: working papers (RePEc, 08/12/2011)

Source : NEP (New Economics Papers) | RePEc

1. Survival and long-run dynamics with heterogeneous beliefs under recursive preferences

Date:	2011
By:	Jaroslav Borovicka
URL:	http://d.repec.org/n?u=RePEc:fip:fedhwp:wp-2011-06&r=mic
Keywords:	Consumption (Economics)

2. Inefficiencies in the sale of ideas: theory and empirics

Date:	2011-11-08
By:	Marie-Laure Allain (Department of Economics, Ecole Polytechnique – CNRS : UMR7176 – Polytechnique – X) Emeric Henry (Sciences Po – Department of Economics) Margaret Kyle (TSE – Toulouse School of Economics – Toulouse School of Economics)
URL:	http://d.repec.org/n?u=RePEc:hal:wpaper:hal-00639128&r=mic
Keywords:	Innovation, Licensing, Market structure, Bargaining, Pharmaceuticals, Biotechnology.

3. Learning and Collusion in New Markets with Uncertain Entry Costs

Date:	2011-11-08
By:	Francis Bloch (Department of Economics, Ecole Polytechnique – CNRS : UMR7176 – Polytechnique – X) Simona Fabrizi (Massey University – SIERC) Steffen Lippert (University of Otago – Department of Economics)
URL:	http://d.repec.org/n?u=RePEc:hal:wpaper:hal-00639049&r=mic
Keywords:	Learning; Preemption; Innovation; New Markets; Project Selection; Entry Costs; Collusion; Private Information; Market Uncertainty

4. Optimal multiple stopping problem and financial applications

Date:	2011-11-19
By:	Imene Ben Latifa (LAMSIN – Laboratoire de Modélisation Mathématique et Numérique dans les Sciences de l’Ingénieur – ENIT) J. Frederic Bonnans (INRIA Saclay – Ile de France – Commands – INRIA – CNRS : UMR7641 – Polytechnique – X – ENSTA ParisTech, CMAP – Centre de Mathématiques Appliquées – Ecole Polytechnique – Polytechnique – X – CNRS : UMR7641) Mohamed Mnif (LAMSIN – Laboratoire de Modélisation Mathématique et Numérique dans les Sciences de l’Ingénieur – ENIT)
URL:	http://d.repec.org/n?u=RePEc:hal:wpaper:hal-00642919&r=mic
Keywords:	Optimal multiple stopping ; swing option ; jump diffusion process ; Snell envelop ; viscosity solution.