The following pages link to Agnès Sulem (Q193742):
Displaying 49 items.
- (Q236827) (redirect page) (← links)
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Dynamic robust duality in utility maximization (Q519879) (← links)
- Applied stochastic control of jump diffusions. (Q703133) (← links)
- Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance (Q704754) (← links)
- Generalized Dynkin games and doubly reflected BSDEs with jumps (Q728437) (← links)
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103) (← links)
- A policy iteration algorithm for fixed point problems with nonexpansive operators (Q1006540) (← links)
- Optimal stochastic impulse control with delayed reaction (Q1021256) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- BSDEs with default jump (Q1733952) (← links)
- Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
- A stochastic maximum principle for processes driven by fractional Brownian motion. (Q1766033) (← links)
- Multi-asset portfolio selection problem with transaction costs (Q1897670) (← links)
- Pseudopower expansion of solutions of generalized equations and constrained optimization problems (Q1906067) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Forward-backward stochastic differential games and stochastic control under model uncertainty (Q2247914) (← links)
- Market viability and martingale measures under partial information (Q2340293) (← links)
- BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715) (← links)
- Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)
- Mean-field BSDEs with jumps and dual representation for global risk measures (Q2699279) (← links)
- Some Solvable Stochastic Control Problems With Delay (Q2706906) (← links)
- (Q2712771) (← links)
- (Q2741114) (← links)
- Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility (Q2757311) (← links)
- (Q2790529) (← links)
- A comparison theorem for backward SPDEs with jumps (Q2800250) (← links)
- Optimal Control of Predictive Mean-Field Equations and Applications to Finance (Q2801799) (← links)
- A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations (Q2818213) (← links)
- Portfolio optimization under model uncertainty and BSDE games (Q2866379) (← links)
- Robust Stochastic Control and Equivalent Martingale Measures (Q2909982) (← links)
- A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs (Q2956064) (← links)
- Mixed generalized Dynkin game and stochastic control in a Markovian framework (Q2974871) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
- An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion (Q3043438) (← links)
- An integral representation theorem of g-expectations (Q3119592) (← links)
- Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes (Q3143259) (← links)
- (Q3159178) (← links)
- Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps (Q3162571) (← links)
- (Q3340471) (← links)
- Optimal connectivity for a large financial network (Q4606418) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- Partial observation control in an anticipating environment (Q4829865) (← links)
- Explicit Solution of Inventory Problems with Delivery Lags (Q4864881) (← links)
- A Dynamic Contagion Risk Model with Recovery Features (Q5085147) (← links)
- Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection (Q5169710) (← links)
- Optimal control of interbank contagion under complete information (Q5402789) (← links)
- UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET (Q5472782) (← links)
