Publications

• Article dans une revue

Numerical approximation for options pricing of a stochastic volatility jump-diffusion model

Rajae Aboulaich, Fouzia Baghery, Abdelilah Jraifi

In this paper, we are interested in pricing options (European and Quanto) by a Model in which the asset prices follow a jump-diffusion model with a stochastic volatility in n dimensions. The stochastic volatility also follows the jump-diffusion in d dimensions. We've already stated the…

International Journal of Applied Mathematics and statistics, 2013, 50 (20), pp.69-82. ⟨hal-03134982⟩

• Article dans une revue

Introduction

Káthia Marçal de Oliveira, Camille Rosenthal-Sabroux

Revue des Sciences et Technologies de l'Information - Série ISI : Ingénierie des Systèmes d'Information, 2013, 18 (3), pp.7-10. ⟨hal-03614642⟩

• Communication dans un congrès

Multiple Correspondence Analysis of Fuzzyfied Task Performance and Psycho-Physiological Test Data: Use in Real Car Following Situations

Delphine Dubart, Pierre Loslever, Jean-Christophe Popieul, Michèle Moessinger

This article shows the role that Fuzzy Space Windowing (FSW) and Multiple Correspondence Analysis (MCA) may play in the prospect of analyzing two different data sets separately, first and together, afterwards. This methodology is illustrated with a car-following example with 123 individuals. The…

12th IFAC Symposium on Analysis, Design, and Evaluation of Human-Machine Systems, Aug 2013, Las Vegas, Nevada, United States. pp.455-460, ⟨10.3182/20130811-5-US-2037.00016⟩. ⟨hal-03614810⟩

• Article dans une revue

Switching Lyapunov functions for periodic TS systems

Zsofia Lendek, Jimmy Lauber, Thierry-Marie Guerra

This paper considers the stability analysis of periodic Takagi-Sugeno fuzzy models. For this we use a switching Lyapunov function defined at the time instants when the subsystems switch. Using the developed conditions we are able to prove the stability of periodic TS systems where the local models…

Systems and Control Letters, 2013, 62 (4), pp.303-310. ⟨10.3182/20120403-3-DE-3010.00032⟩. ⟨hal-03468439⟩

• Article dans une revue

L’Éros antique de Pascal Quignard

Bénédicte Gorrillot

Littératures, 2013, Pascal Quignard et l’amour, 69, pp.65-80. ⟨hal-03540661⟩

• Communication dans un congrès

Protocoles expérimentaux pour la caractérisation de la décohésion dynamique des Composites à Matrice Organique

Vincent Joudon, Gerald Portemont, Franck Lauro, Bruno Bennani

MECADYMAT 2013, Apr 2013, Brest, France. ⟨hal-03513282⟩

• Article dans une revue

Trunk’s natural inclination influences stance limb kinetics, but not body kinematics, during gait initiation in able men

Sebastien Leteneur, Emilie Simoneau-Buessinger, Christophe Gillet, Yoann Dessery, Franck Barbier

The imposing mass of the trunk in relation to the whole body has an important impact on human motion. The objective of this study is to determine the influence of trunk's natural inclination - forward (FW) or backward (BW) with respect to the vertical - on body kinematics and stance limb…

PLoS ONE, 2013, 8 (1), pp.e55256. ⟨10.1371/journal.pone.0055256⟩. ⟨hal-03544446⟩

• Article dans une revue

Enlarging the Domain of Attraction in Nonlinear Polynomial Systems

Faiçal Hamidi, Mohamed Naceur Abdelkrim, Houcem Jerbi, Wahida Aggoune, Mohamed Djemai

This paper addresses the problem of enlarging the Domain of Attraction (DA) based on a Generalized Eigenvalue Problem (GEVP) approach. The main contribution is the maximization of the (DA) while characterizing the asymptotic stability region by a Lyapunov Function. Such result is obtained using a…

International Journal of Computers, Communications and Control, 2013, 8 (4), pp.538-547. ⟨10.15837/ijccc.2013.4.152⟩. ⟨hal-03615604⟩

• Article dans une revue

Communication syndicale par voie électronique : question de constitutionnalité

Julien Icard

La Semaine juridique. Social, 2013, p. 1457. ⟨hal-02885968⟩

• Chapitre d'ouvrage

Les facteurs de résistance au plein déploiement de la QPC : la culture judiciaire et l'office de la Cour de Cassation

Solange Ségala de Carbonnières

La QPC, le procès et ses juges : l'impact sur le procès et l'architecture juridictionnelle, Dalloz, pp. 346-358, 2013, 978-2-247-12758-0. ⟨hal-02940920⟩