Marie-Amélie Morlais

Available identifiers

Publication	Date of Publication	Type
$\varepsilon$-Nash Equilibria of a Multi-player Nonzero-sum Dynkin Game in Discrete Time	2022-01-10	Paper
Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs	2020-04-01	Paper
Three Essays on Exponential Hedging with Variable Exit Times	2018-12-13	Paper
On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles	2017-08-29	Paper
Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach	2016-05-04	Paper
Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles	2015-10-23	Paper
Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule	2014-04-25	Paper
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem	2013-08-09	Paper
Optimal stopping of expected profit and cost yields in an investment under uncertainty	2012-01-03	Paper
A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem	2010-09-15	Paper
Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem	2009-08-08	Paper
Utility maximization in a jump market model	2009-03-03	Paper

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