Gilles-Edouard Espinosa

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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
Reducing the debt: is it optimal to outsource an investment?
Mathematics and Financial Economics
2016-09-30Paper
Optimal selling rules for monetary invariant criteria: tracking the maximum of a portfolio with negative drift
Mathematical Finance
2015-10-20Paper
Optimal investment under relative performance concerns
Mathematical Finance
2015-04-24Paper
Singular forward-backward stochastic differential equations and emissions derivatives
The Annals of Applied Probability
2013-05-10Paper
Singular forward-backward stochastic differential equations and emissions derivatives
The Annals of Applied Probability
2013-05-10Paper
Detecting the maximum of a scalar diffusion with negative drift
SIAM Journal on Control and Optimization
2013-02-21Paper


Research outcomes over time


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