Article published by Robert F. Engle, Sergio M. Focardi, and Frank J. Fabozzi in the Journal of Portfolio Management in June 2016. Sergio Focardi is professor of financial engineering at ESILV and researcher of Devinci Research Center – Finance Group at Pôle Léonard de Vinci. In this article, the authors provide a nontechnical discussion of a […]
Article published by Kamel Hamdache and Djamila Hamroun in Journal of Mathematical Analysis and Applications in June 2016. Kamel Hamdache is professor at ESILV and head of Devinci Research Center – Modelisation Group at Pôle Léonard de Vinci. In this work we study a general model arising in the dynamic of ferroelectric materials with displacement. […]
Article published by Stefano Bosi, Patrice Fontaine and Cuong LeVan in the Mathematical Social Sciences jounral of Elsevier in May 2016.Patrice Fontaine is head of Devinci Research Center at Pôle Léonard de Vinci. In this paper, we consider a two-period consumption model with many financial assets. In the spirit of Hart, consumers purchase financial assets […]
Article published by Olivier Hubert, Frédérick Mballa-Mballa, Song He and Sophie Depeyre in IEEE Transactions on Magnetics in May 2016. Song He and Sophie Depeyre are professors at ESILV and researcher of Devinci Research Center – Modelisation Group at Pôle Léonard de Vinci. Online magnetic NDE of dual-phase (DP) steels is made on bands submitted […]
Article published by Jan Baldeaux, Martino Grasselli and Eckhard Platen in the Journal of Banking & Finance of Elsevier in April 2015. Martino Grasselli is professor of financial engineering at ESILV and head of Devinci Research Center – Finance Group at Pôle Léonard de Vinci. This paper considers the realistic modelling of derivative contracts on exchange […]
Article published by Yann Braouezec and Cyril Grunspan in the European Journal of Operational Research of Elsevier in February 2016. Cyril Grunspan is head of financial engineering departement at ESILV and researcher of Devinci Research Center – Finance Group at Pôle Léonard de Vinci The aim of this paper is to provide a new straightforward […]
Article published by Tognevi Amen, Guerich Mohamed and Yvonnet Julien in International Journal for Numerical Methods in Engineering in February 2016. Mohamed Guerich is professor at ESILV and researcher of Devinci Research Center – Modelisation Group at Pôle Léonard de Vinci. A method is proposed to compute the response of highly heterogeneous structures by constructing […]
Ecole Supérieure d'Ingénieurs
Léonard de Vinci
Pôle Léonard de Vinci
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