Marie-Amelie Morlais

1. A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem
   2010/06/02 by Marie-Amelie Morlais, Marie-Amélie Morlais · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Probability and Risk Models #Stochastic processes and financial applications