| Publication | Date of Publication | Type |
|---|
| Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs | 2024-02-23 | Paper |
| An optimal transport approach for the multiple quantile hedging problem | 2023-08-02 | Paper |
| Deep Runge-Kutta schemes for BSDEs | 2022-12-29 | Paper |
| Convergence of particles and tree based scheme for singular FBSDEs | 2022-12-22 | Paper |
| A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria | 2022-10-25 | Paper |
| Weak quantitative propagation of chaos via differential calculus on the space of measures | 2022-09-05 | Paper |
| Numerical approximation of singular forward-backward SDEs | 2022-08-31 | Paper |
| Reflected BSDEs in non-convex domains | 2022-07-28 | Paper |
| Switching problems with controlled randomisation and associated obliquely reflected BSDEs | 2022-01-17 | Paper |
| Numerical approximation of singular Forward-Backward SDEs | 2021-06-29 | Paper |
| Obliquely reflected backward stochastic differential equations | 2021-06-03 | Paper |
| A Numerical Scheme for the Quantile Hedging Problem | 2021-03-11 | Paper |
| Cubature method to solve BSDEs: Error expansion and complexity control | 2020-04-08 | Paper |
| Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems | 2019-11-27 | Paper |
| Cemracs 2017: numerical probabilistic approach to MFG | 2019-07-11 | Paper |
| A sparse grid approach to balance sheet risk measurement | 2019-07-11 | Paper |
| Numerical method for FBSDEs of McKean-Vlasov type | 2019-05-22 | Paper |
| Erratum to: ``A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options | 2018-12-10 | Paper |
| A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options | 2018-12-10 | Paper |
| Obliquely Reflected BSDEs | 2017-10-24 | Paper |
| A Forward-Backward SDEs Approach to Pricing in Carbon Markets | 2017-08-24 | Paper |
| Cubature methods to solve BSDEs: Error expansion and complexity control | 2017-02-03 | Paper |
| An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients | 2017-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3178401 | 2016-07-12 | Paper |
| Fundamentals and advanced techniques in derivatives hedging. Translated from the French | 2016-05-30 | Paper |
| A Backward Dual Representation for the Quantile Hedging of Bermudan Options | 2016-05-20 | Paper |
| Numerical simulation of quadratic BSDEs | 2016-03-11 | Paper |
| Numerical Stability Analysis of the Euler Scheme for BSDEs | 2015-05-27 | Paper |
| Linear Multistep Schemes for BSDEs | 2015-04-08 | Paper |
| When terminal facelift enforces delta constraints | 2015-03-30 | Paper |
| Doubly reflected BSDEs with call protection and their approximation | 2015-02-17 | Paper |
| A Probabilistic approach to classical solutions of the master equation for large population equilibria | 2014-11-11 | Paper |
| Runge-Kutta schemes for backward stochastic differential equations | 2014-05-05 | Paper |
| Discrete-time approximation of multidimensional BSDEs with oblique reflections | 2012-07-08 | Paper |
| A note on existence and uniqueness for solutions of multidimensional reflected BSDEs | 2011-09-09 | Paper |
| Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs | 2009-11-20 | Paper |
| A discrete-time approximation for doubly reflected BSDEs | 2009-05-06 | Paper |
| Discrete-time approximation for continuously and discretely reflected BSDEs | 2009-01-16 | Paper |
