Morlais, Marie-Amelie
- Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem
2006/10/25 by Morlais, Marie-Amelie · 1 citation
#91B28 #FOS: Economics and business #FOS: Mathematics #Portfolio Management (q-fin.PM) #Probability (math.PR)
- Utility Maximization in a jump market model
2006/12/07 by Marie-Amélie Morlais, Morlais, Marie-Amelie · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #60H30 #91B28 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Portfolio Management (q-fin.PM) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications