Thibaut Mastrolia

Identifiers

• name variant Thibaut Mastrolia 0.60 · backfill

Papers (10)

1. Deep ZakaiJ: Structured Filtering for Jump-Diffusion Time Series Forecasting cs.LG · 2026 · author #2
2. 2BSDE with uncertain horizon and application to stochastic control in erratic environments math.PR · 2025 · author #2
3. Agency Problems and Adversarial Bilevel Optimization under Uncertainty and Cyber Threats math.OC · 2025 · author #1
4. Delegated portfolio management with random default q-fin.MF · 2024 · author #2
5. Regulation of renewable resource exploitation math.PR · 2019 · author #3
6. Contract theory in a VUCA world math.OC · 2018 · author #2
7. Moral hazard in welfare economics: on the advantage of Planner's advices to manage employees' actions math.OC · 2017 · author #1
8. A tale of a Principal and many many Agents math.PR · 2016 · author #2
9. Moral hazard under ambiguity math.OC · 2015 · author #1
10. On the Malliavin differentiability of BSDEs math.PR · 2014 · author #1

Mentions

• 2506.15037 #2 · arxiv_oai · confidence 0.70 Thibaut Mastrolia
• 2410.13103 #2 · arxiv_oai · confidence 0.70 Thibaut Mastrolia
• 1404.1026 #1 · backfill · confidence 0.70 Thibaut Mastrolia
• 2605.24548 #2 · arxiv_oai · confidence 0.70 Thibaut Mastrolia

Frequent Coauthors

• Dylan Possama\"i 3 shared papers
• Alberto Gennaro 2 shared papers
• Anthony R\'eveillac 1 shared papers
• Hao Wang 1 shared papers
• Haoze Yan 1 shared papers
• Idris Kharroubi 1 shared papers
• Nicol\'as Hern\'andez Santib\'anez 1 shared papers
• Romuald Elie 1 shared papers
• Thomas Lim 1 shared papers
• Yan Leng 1 shared papers