Sulem, Agnès
- Generalized Dynkin Games and Doubly Reflected BSDEs with Jumps
2013/10/10 by Roxana Dumitrescu, Marie-Claire Quenez, Dumitrescu, Roxana +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Economic theories and models #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications
- Mixed generalized Dynkin game and stochastic control in a Markovian\n framework
2015/08/11 by Roxana Dumitrescu, Marie-Claire Quenez, Dumitrescu, Roxana +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Economic theories and models #Stochastic processes and financial applications #Geometric Analysis and Curvature Flows
- Game options in an imperfect market with default
2015/11/29 by Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès · 1 citation
#FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
- Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
2023/04/08 by Hamed Amini, Amini, Hamed, Zhongyuan Cao +3 · 2 citations
Decision Sciences · #Game Theory and Applications