Arnaud Lionnet

Available identifiers

zbMath Open lionnet.arnaudMaRDI QIDQ748314

List of research outcomes

Publication	Date of Publication	Type
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth	2018-11-07	Paper
Equilibrium Pricing Under Relative Performance Concerns	2017-07-20	Paper
Adapted time steps explicit scheme for monotone BSDEs	2016-11-30	Paper
Full-Projection explicit FBSDE scheme for parabolic PDEs with superlinear nonlinearities	2016-11-30	Paper
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth	2016-07-22	Paper
Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs	2015-10-20	Paper
Some results on general quadratic reflected BSDEs driven by a continuous martingale	2014-02-07	Paper
On Girsanov's transform for backward stochastic differential equations	2010-11-14	Paper

Research outcomes over time

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