Lim, Thomas

1. Mean-Variance Hedging on uncertain time horizon in a market with a jump
   2012/06/16 by Idris Kharroubi, Kharroubi, Idris, Armand Ngoupeyou +2 · 1 citation
   Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Optimization and Control (math.OC) #Risk Management in Financial Firms #Risk and Portfolio Optimization #Stochastic processes and financial applications
2. Regulation of renewable resource exploitation
   2019/05/22 by Kharroubi, Idris, Lim, Thomas, Mastrolia, Thibaut · 1 citation
   #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
3. Progressive enlargement of filtrations and Backward SDEs with jumps
   2011/01/14 by Idris Kharroubi, Thomas Lim, Kharroubi, Idris +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
4. Utility maximization in incomplete markets with default
   2008/11/28 by Thomas Lim, Marie-Claire Quenez, Lim, Thomas +1 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications