Items where authors include "Sulem, A"

Article

Grigorova, M orcid.org/0000-0002-6933-9286, Quenez, M-C and Sulem, A (2020) European Options in a Nonlinear Incomplete Market Model with Default. SIAM Journal on Financial Mathematics, 11 (3). pp. 849-880. ISSN 1945-497X

Monograph

Grigorova, M orcid.org/0000-0002-6933-9286, Quenez, M-C and Sulem, A (2019) American options in a non-linear incomplete market model with default. Working Paper. Archive ouverte HAL (Unpublished)

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