L. Moreau

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!

Publication	Date of Publication	Type
Characterizing extended changes in multiple scattering media using coda wave decorrelation: numerical simulations Waves in Random and Complex Media	2022-09-09	Paper
On a Class of Path-Dependent Singular Stochastic Control Problems SIAM Journal on Control and Optimization	2018-09-25	Paper
Regularity of BSDEs with a convex constraint on the gains-process Bernoulli	2018-02-15	Paper
Regularity of BSDEs with a convex constraint on the gains-process Bernoulli	2018-02-15	Paper
Hedging under an expected loss constraint with small transaction costs SIAM Journal on Financial Mathematics	2016-08-17	Paper
Stochastic target games with controlled loss The Annals of Applied Probability	2014-06-13	Paper
Stochastic target games with controlled loss The Annals of Applied Probability	2014-06-13	Paper
Trading with Small Price Impact	2014-02-21	Paper
A note on utility based pricing and asymptotic risk diversification Mathematics and Financial Economics	2013-02-26	Paper
Scattering of guided waves by through-thickness cavities with irregular shapes Wave Motion	2012-06-02	Paper
Stochastic target problems with controlled loss in jump diffusion models SIAM Journal on Control and Optimization	2012-03-13	Paper
scientific article; zbMATH DE number 3334776 (Why is no real title available?)	1970-01-01	Paper

Research outcomes over time

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