Thomas Lim
- 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
- Utility maximization in incomplete markets with default
2008/11/28 by Thomas Lim, Lim, Thomas, Marie-Claire Quenez +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