Samuel Drapeau

Available identifiers

zbMath Open drapeau.samuelMaRDI QIDQ245084

List of research outcomes

Publication	Date of Publication	Type
Extremal of log-Sobolev functionals and Li-Yau estimate on \(\mathrm{RCD}^* (K,N)\) spaces	2024-03-11	Paper
Derivatives risks as costs in a one-period network model	2023-09-27	Paper
On model robustness of the regime switching approach for pegged foreign exchange markets	2022-07-22	Paper
On detecting spoofing strategies in high-frequency trading	2022-07-22	Paper
An FBSDE approach to market impact games with stochastic parameters	2022-06-03	Paper
Dual representation of expectile-based expected shortfall and its properties	2021-11-09	Paper
\(q\)-moment estimates for the singular \(p\)-Laplace equation and applications	2021-08-05	Paper
Pricing and hedging performance on pegged FX markets based on a regime switching model	2021-06-02	Paper
Relative bound and asymptotic comparison of expectile with respect to expected shortfall	2020-08-03	Paper
Characterization of fully coupled FBSDE in terms of portfolio optimization	2020-05-29	Paper
Computational aspects of robust optimized certainty equivalents and option pricing	2020-05-14	Paper
A Fenchel-Moreau theorem for $\bar L^0$-valued functions	2019-07-11	Paper
Multivariate Shortfall Risk Allocation and Systemic Risk	2018-04-16	Paper
Vector duality via conditional extension of dual pairs	2016-08-30	Paper
Stability and Markov property of forward backward minimal supersolutions	2016-08-22	Paper
A note on robust representations of law-invariant quasiconvex functions	2016-07-12	Paper
Dual representation of minimal supersolutions of convex BSDEs	2016-06-27	Paper
Complete duality for quasiconvex and convex set-valued functions	2016-05-25	Paper
Dynamic assessment indices	2016-05-04	Paper
Conditional preference orders and their numerical representations	2016-04-15	Paper
The algebra of conditional sets and the concepts of conditional topology and compactness	2016-02-12	Paper
Minimal supersolutions of BSDEs under volatility uncertainty	2015-05-27	Paper
Brouwer fixed point theorem in \((L^0)^d\)	2014-08-27	Paper
Risk Preferences and Their Robust Representation	2014-07-11	Paper
Minimal supersolutions of convex BSDEs	2014-01-31	Paper
Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences	2013-07-30	Paper
A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents	2012-12-30	Paper
A von Neumann-Morgenstern representation result without weak continuity assumption	2012-04-18	Paper

Research outcomes over time

Doctoral students

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