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Number of items: 5.

Article

Grigorova, M, Imkeller, P, Ouknine, Y et al. (1 more author) (2019) Optimal stopping with f-expectations: the irregular case. Stochastic Processes and their Applications. ISSN 0304-4149

Grigorova, M, Imkeller, P, Ouknine, Y et al. (1 more author) (2018) Doubly Reflected BSDEs and Ef-Dynkin games: beyond the right-continuous case. Electronic Journal of Probability, 23 (122). ISSN 1083-6489

Monograph

Grigorova, M, Quenez, M-C and Sulem, A (2019) American options in a non-linear incomplete market model with default. Working Paper. Archive ouverte HAL

Grigorova, M, Quenez, M-C and Sulem, A (2019) European options in a non-linear incomplete market model with default. Working Paper. Archive ouverte HAL

Proceedings Paper

Dumitrescu, R, Grigorova, M, Quenez, M-C et al. (1 more author) (2018) BSDEs with Default Jump. In: Celledoni, E, Di Nunno, G, Ebrahimi-Fard, K and Munthe-Kaas, HZ, (eds.) Computation and Combinatorics in Dynamics, Stochastics and Control: The Abel Symposium, Rosendal, Norway, August 2016. The Abel Symposium, 16-19 Aug 2016, Barony Rosendal, Norway. Springer International Publishing , pp. 233-263. ISBN 978-3-030-01593-0

This list was generated on Mon Oct 21 10:15:45 2019 BST.