The following pages link to Thomas Lim (Q428524):
Displaying 14 items.
- Exponential utility maximization in an incomplete market with defaults (Q428526) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- Optimal risk management problem of natural resources: application to oil drilling (Q829138) (← links)
- Discretization and machine learning approximation of BSDEs with a constraint on the gains-process (Q2031302) (← links)
- Optimal exploitation of a resource with stochastic population dynamics and delayed renewal (Q2314851) (← links)
- Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393) (← links)
- A decomposition approach for the discrete-time approximation of FBSDEs with a jump (Q2516016) (← links)
- Optimization problem under change of regime of interest rate (Q2816571) (← links)
- MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING (Q3467598) (← links)
- Indifference fee rate for variable annuities (Q4585679) (← links)
- Some existence results for advanced backward stochastic differential equations with a jump time (Q4606386) (← links)
- Regulation of Renewable Resource Exploitation (Q5218227) (← links)
- PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (Q5358060) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)
