pith. sign in

Agn\`Es Sulem

Identifiers

  • name variant Agn\`Es Sulem 0.60 · backfill

Papers (16)

  1. American options in an imperfect market with default q-fin.PR · 2017 · author #3
  2. Stochastic control of mean-field SPDEs with jumps math.OC · 2017 · author #3
  3. BSDEs with default jump q-fin.PR · 2016 · author #3
  4. Game options in an imperfect market with default q-fin.MF · 2015 · author #3
  5. Mixed generalized Dynkin game and stochastic control in a Markovian framework math.OC · 2015 · author #3
  6. Optimal control of predictive mean-field equations and applications to finance math.OC · 2015 · author #2
  7. A Weak Dynamic Programming Principle for Combined Optimal Stopping and Stochastic Control with $\mathcal{E}^f$- expectations math.OC · 2014 · author #3
  8. Singular mean-field control games with applications to optimal harvesting and investment problems math.OC · 2014 · author #3
  9. Optimal stopping for dynamic risk measures with jumps and obstacle problems math.OC · 2014 · author #3
  10. A comparison theorem for backward SPDEs with jumps math.PR · 2014 · author #2
  11. Risk minimization in financial markets modeled by It\^o-L\'evy processes math.OC · 2014 · author #2
  12. A stochastic HJB equation for optimal control of forward-backward SDEs math.OC · 2013 · author #2
  13. Generalized Dynkin Games and Doubly Reflected BSDEs with Jumps math.PR · 2013 · author #3
  14. Dynamic robust duality in utility maximization q-fin.PM · 2013 · author #2
  15. Market viability and martingale measures under partial information q-fin.PM · 2013 · author #3
  16. Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps math.PR · 2012 · author #2

Mentions

  • 1402.4244 #2 · backfill · confidence 0.70 Agn\`Es Sulem
  • 1402.3131 #2 · backfill · confidence 0.70 Agn\`Es Sulem
  • 1312.1472 #2 · backfill · confidence 0.70 Agn\`Es Sulem
  • 1310.2764 #3 · backfill · confidence 0.70 Agn\`Es Sulem
  • 1304.5040 #2 · backfill · confidence 0.70 Agn\`Es Sulem
  • 1302.4254 #3 · backfill · confidence 0.70 Agn\`Es Sulem
  • 1212.6744 #2 · backfill · confidence 0.70 Agn\`Es Sulem

Frequent Coauthors