Thibaut Mastrolia

Available identifiers

Publication	Date of Publication	Type
AHEAD: \textit{ad hoc} electronic auction design	2024-07-31	Paper
On Z-mean reflected BSDEs	2024-03-26	Paper
Market Making and Incentives Design in the Presence of a Dark Pool: A Stackelberg Actor–Critic Approach	2024-03-12	Paper
Optimal make–take fees for market making regulation	2023-09-27	Paper
Mean–field moral hazard for optimal energy demand response management	2023-09-27	Paper
Scaling limit for stochastic control problems in population dynamics	2023-04-27	Paper
Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents	2022-07-22	Paper
Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic	2022-05-05	Paper
Optimal Auction Duration: A Price Formation Viewpoint	2022-02-16	Paper
A Tale of a Principal and Many, Many Agents	2020-03-12	Paper
Regulation of Renewable Resource Exploitation	2020-03-02	Paper
Scaling limit for stochastic control problems in population dynamics	2019-11-02	Paper
Contract Theory in a VUCA World	2019-08-30	Paper
Moral hazard under ambiguity	2018-11-27	Paper
Principal-Agent Problem with Common Agency Without Communication	2018-08-10	Paper
Density analysis of non-Markovian BSDEs and applications to biology and finance	2018-02-13	Paper
On the Malliavin differentiability of BSDEs	2017-04-06	Paper
Density analysis of BSDEs	2016-09-30	Paper
UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH	2016-01-08	Paper
A note on the Malliavin-Sobolev spaces	2015-12-30	Paper

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