The following pages link to Géraldine Bouveret (Q1630413):
Displayed 8 items.
- Erratum to: ``A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options'' (Q1630414) (← links)
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
- Social interactions and the prophylaxis of SI epidemics on networks (Q2656375) (← links)
- A Backward Dual Representation for the Quantile Hedging of Bermudan Options (Q2808185) (← links)
- PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858) (← links)
- Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach (Q5130024) (← links)
- Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints (Q5241902) (← links)