Michèle Breton

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8264-8350

Publications

• Dynamic Programming Approach for Valuing Options in the GARCH Model — Management Science 2009
• A Note on Feedback Sequential Equilibria in a Lanchester Model with Empirical Application — Management Science 2006
• An Oil Pipeline Design Problem — Operations Research 2003
• A Dynamic Programming Procedure for Pricing American-Style Asian Options — Management Science 2002