Alexandre Popier

1. Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting
   2015/04/05 by Thomas Kruse, Alexandre Popier, Kruse, T +1 · 4 citations
   Economics, Econometrics and Finance · Decision Sciences · Social Sciences · #Stochastic processes and financial applications #Risk and Portfolio Optimization #Insurance, Mortality, Demography, Risk Management
2. Asymptotic approach for backward stochastic differential equation with singular terminal condition *
   2019/06/12 by Paulwin Graewe, Alexandre Popier, Graewe, Paulwin +1 · 2 citations
   Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
3. Higher order homogenization for random non-autonomous parabolic operators
   2016/12/22 by Marina Kleptsyna, Kleptsyna, Marina, Andrey Piatnitski +3 · 1 citation
   Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Nonlinear Partial Differential Equations