The following pages link to Romuald Elie (Q433899):
Displaying 27 items.
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- A note on existence and uniqueness for solutions of multidimensional reflected BSDEs (Q638252) (← links)
- Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112) (← links)
- Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
- Regularity of BSDEs with a convex constraint on the gains-process (Q1697025) (← links)
- BSDEs with mean reflection (Q1751973) (← links)
- A note on utility based pricing and asymptotic risk diversification (Q1938975) (← links)
- BSDEs with weak terminal condition (Q2338910) (← links)
- When terminal facelift enforces delta constraints (Q2339121) (← links)
- Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
- A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
- On the expectation of normalized Brownian functionals up to first hitting times (Q2448526) (← links)
- Kernel estimation of Greek weights by parameter randomization (Q2467608) (← links)
- Discrete-time approximation of decoupled Forward-Backward SDE with jumps (Q2469490) (← links)
- Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
- Stochastic Target Problems with Controlled Loss (Q3162580) (← links)
- Optimal Control under Stochastic Target Constraints (Q3162598) (← links)
- Double Kernel Estimation of Sensitivities (Q3182432) (← links)
- OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (Q3195493) (← links)
- Contact rate epidemic control of COVID-19: an equilibrium view (Q5001297) (← links)
- COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability (Q5001324) (← links)
- Evolutionary Dynamics and Phi-Regret Minimization in Games (Q5094058) (← links)
- Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections (Q5174352) (← links)
- A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
- Mean–field moral hazard for optimal energy demand response management (Q6054139) (← links)
- A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times (Q6072905) (← links)
- Mean-field reflected backward stochastic differential equations (Q6109917) (← links)
