Isaque Pimentel

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations
Finance and Stochastics
2020-08-03Paper
A class of finite-dimensional numerically solvable McKean-Vlasov control problems
ESAIM: Proceedings and Surveys
2019-07-11Paper
A class of finite-dimensional numerically solvable McKean-Vlasov control problems
ESAIM: Proceedings and Surveys
2019-07-11Paper


Research outcomes over time


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