Publications by Ivar Ekeland:
Finance and Markets

1. (with P. Courty, J.M. Morel and Cheuk Wai Yip) "Linéarisation du problème de l’adossement financier sur des bases d’ondeletes", CRAS Paris, 316 (1993) p. 1341-1344

2.  "Finance: un nouveau domaine des mathématiques appliquées", Revue Française de Gestion, 96 (1993), p.44-48

3. " Finance et modélisation", Encyclopédie des Marchés Financiers, Y. Simon ed., Economica, 1997, p. 485-500

4. "Quelques modèles mathématiques de la peréquation tarifaire", Economie et Société, Cahiers de l'ISMEA, 31, n° 5-6 (1997), p.223-233

5. (with Bruno Bouchard and Nizar Touzi): "On the Malliavin approach to Monte-Carlo approximation of conditional expectations" Finance and Stochastics, 1 (2004), p.1-29 [pdf]

6. (with Erik Taflin) “A theory of bond portfolios” Annals of Applied Probability. 15 (2005) p. 1260 - 1305.


7. (with Louis Nirenberg). "Regularity in an unusual variational problem”,  Journal of Mathematical Fluid Mechanics 7, Supplement 3 (2005) p. 332 -348 [pdf]

8. (with Erik Taflin) “Optimal Bond Portfolios”, Paris-Princeton Lectures in Mathematical Finance, vol 3, Lecture Notes in Mathematics, Springer (2007), p.1-48  [pdf]

9 (with Guillaume Carlier and Nizar Touzi "Optimal derivatives design for mean-variance agents under adverse selection". Mathematics and Financial Economics. 1 (2007) p. 57 - 80. [pdf]

10. (with Santiago Moreno-Bromberg) "An algorithm for computing solutions of variational problems with global convexity constraints". Numerische Mathematik 115 (2010) p. 45-69  (pdf)

10. (with Alfred Galichon and Marc Henry) "Comonotonic measures of multivariate risk", Mathematical Finance, 20 (2010) p. 1-24  (pdf)

11. (with Alfred Galichon) "The housing problem and revealed preference theory: duality and an application", (2012),  Economic Theory, 54 (2013) p. 425-441  [pdf]

12. (with Walter Schachermayer) "Law invariant risk measures in L\infty(Rd)", Statistics and Risk Modeling, Vol. 28 (2011), No. 3, pp. 195-225, [pdf]

13. (with Walter Schachermayer), "Optimal transport and the geometry of L1(Rd)",   Proceedings of the AMS, Vol. 142 (2014), pp. 3585-3596 [pdf]

142 (2014) 3585-3596.AMS 142 (2014), pp. 3585-3596
142 (2014) 3585-3596.
Proc. Amer. Math. Soc. 142 (2014) 3585-3596.
Proc. Amer. Math. Soc. 142 (2014) 3585-3596.

14. (with Delphine Lautier and Bertrand Villeneuve), "A simple equilibrium model for a commodities market with spot trades and futures contracts",  working paper, (2012) [pdf]

15. "How to build stable relationships between people who lie and cheat", Milan Journal of Mathematics, 82 (2014), p. 67-79 [pdf]

16. (with Juan Carluccio and Roger Guesnerie) "Fragmentation and wage inequality: insights from a simple model", March 2017, Annals of Economics and Statistics, special issue in honor of Edmond Malinvaud, 125/126 (June 2017), p. 113-134  [pdf]

. (with Delphine Lautier and Bertrand Villeneuve) "Hedging pressure and speculation in commodity markets" ,  Economic Theory (2018). [pdf]

18. (with Guillaume Carlier), "Equilibrium in quality markets: beyond the transferable case", Economic Theory, (2018), [pdf]

(with Edouard Jaeck, Delphine Lautier and Bertrand Villeneuve) "The joint dynamics of spot and future prices", Working Paper, Cahiers de la Chaire de Developpement Durable, 2019, [pdf]

20. (with Clémence Alasseur, Romuald Elie, Nicolas Hernandez Santibanez, and Dylan Possamaï) "An adverse selection approach to power pricing", to appear, SIAM J. Cont. Opt. [pdf]

21. (with Julien Lefournier) "Les obligations vertes: homéopathie ou incantation?" Working Paper, Chaire Energie et Prospérité, Avril 2019, [pdf]

22.  (with Julien Lefournier) "Les obligations vertes: la théorie contre la réalité", submitted, [pdf]

  (with Peter Tankov, Brian Wright, Wolfram Schenkler) "Costly exploration, stochastic discoveries, and the effect on proven reserves and the price path of an exhaustible resource" Working Paper, 2020 [pdf]


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