The following pages link to Marie-Amélie Morlais (Q2271729):
Displaying 12 items.
- (Q358615) (redirect page) (← links)
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)
- Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach (Q2804564) (← links)
- Optimal stopping of expected profit and cost yields in an investment under uncertainty (Q3108371) (← links)
- Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles (Q3448365) (← links)
- Utility maximization in a jump market model (Q3612251) (← links)
- Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
- Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) (← links)
