Within a non-cooperative transboundary pollution dynamic game, we study the strategic impact of a region's investment in the adoption of a cleaner technolog...

We analyze a differential game with spatially distributed controls to study a multiregional transboundary pollution problem. The dynamics of the state variab...

We analyze a transboundary pollution differential game where, in addition to the standard temporal dimension, a spatial dimension is introduced to capture th...

This note revisits the problem of how to select an equilibrium in a differential game in the case of multiplicity of Nash equilibria. Most of the previous ap...

We analyze a transboundary pollution differential game where pollution control is spatially distributed among a number of agents with predetermined spatial r...

The aim of this paper is to compute upper and lower bounds for convex value functions of derivative contracts. Laprise et al. (2006) compute bounds for Ame...

Under some standard market assumptions, evaluating a derivative implies computing the discounted expected value of its future cash flows. In that context, th...

In this paper, we propose a Partial Differential Equation formulation for the value of an option when the underlying asset's price is described by a discrete...