Thibaut Mastrolia (CEREMADE)

Identifiers

• name variant Thibaut Mastrolia (CEREMADE) 0.60 · backfill

Papers (4)

1. Density analysis of non-Markovian BSDEs and applications to biology and finance math.PR · 2016 · author #1
2. Utility maximization with random horizon: a BSDE approach math.PR · 2015 · author #2
3. A note on the Malliavin-Sobolev spaces math.PR · 2015 · author #2
4. Density analysis of BSDEs math.PR · 2014 · author #1

Mentions

• 1503.02062 #2 · backfill · confidence 0.70 Thibaut Mastrolia (CEREMADE)
• 1501.01777 #2 · backfill · confidence 0.70 Thibaut Mastrolia (CEREMADE)
• 1402.4416 #1 · backfill · confidence 0.70 Thibaut Mastrolia (CEREMADE)

Frequent Coauthors

• Dylan Possama\"i (CEREMADE) 3 shared papers
• Anthony R\'eveillac (IMT 1 shared papers
• Anthony R\'eveillac (INSA & IMT) 1 shared papers
• Anthony R\'eveillac (INSA Toulouse 1 shared papers
• IMT) 1 shared papers
• INSA Toulouse) 1 shared papers
• Monique Jeanblanc (LaMME) 1 shared papers
• Peter Imkeller 1 shared papers