Marie-Amélie Morlais
- 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 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Probability and Risk Models #Stochastic processes and financial applications
- Optimal switching problems with an infinite set of modes: an approach by\n randomization and constrained backward SDEs
2018/11/27 by Marco Fuhrman, Marie-Amélie Morlais, Fuhrman, Marco +1 · 3 citations
Economics, Econometrics and Finance · Physics and Astronomy · #Stochastic processes and financial applications #Climate Change Policy and Economics #Advanced Thermodynamics and Statistical Mechanics
- Viscosity Solutions of Systems of Variational Inequalities with\n Interconnected Bilateral Obstacles
2012/11/21 by Boualem Djehiche, Djehiche, Boualem, Said Hamad egrave ne +3 · 3 citations
Mathematics · #Nonlinear Partial Differential Equations #Nonlinear Differential Equations Analysis #Geometric Analysis and Curvature Flows
- 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
- On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles
2014/08/19 by Boualem Djehiche, Djehiche, Boualem, Saïd Hamadène +5 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #49L25 #49N70 #60H30 #90C39 #93E20 #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications