Armand Ngoupeyou
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2012/06/16 by Idris Kharroubi, Thomas Lim, Kharroubi, Idris +3 · 1 citation
Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Optimization and Control (math.OC) #Risk Management in Financial Firms #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.OC
- Quadratic Exponential Semimartingales and Application to BSDEs with jumps
2016/03/20 by Nicole El Karoui, Karoui, Nicole El, Anis Matoussi +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Credit Risk and Financial Regulations #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR #msc:35R60 #msc:60G46 #msc:60H15