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Search Results - Morlais, Marie-Amelie
Search Results - Morlais, Marie-Amelie
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ε-Nash Equilibria of a Multi-player Nonzero-Sum Dynkin Game in Discrete Time
by
Hamadène, Said
,
Hassani, Mohammed
,
Morlais, Marie-Amélie
Published in
Dynamic games and applications
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Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs
by
Fuhrman, Marco
,
Morlais, Marie-Amélie
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Stochastic processes and their applications
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Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
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Morlais, Marie-Amélie
Published in
Finance and stochastics
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A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem
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Morlais, Marie-Amelie
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Stochastic processes and their applications
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Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach
by
Hamadène, Said
,
Morlais, Marie-Amelie
Published in
Stochastics (Abingdon, Eng. : 2005)
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Optimal stopping of expected profit and cost yields in an investment under uncertainty
by
Djehiche, Boualem
,
Hamadène, Said
,
Morlais, Marie-Amélie
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Stochastics (Abingdon, Eng. : 2005)
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Utility maximization in a jump market model
by
Morlais, Marie-Amelie
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Stochastics (Abingdon, Eng. : 2005)
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Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule
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Morlais, Marie-Amelie
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Stochastics (Abingdon, Eng. : 2005)
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On the equality of solutions of max–min and min–max systems of variational inequalities with interconnected bilateral obstacles
by
Djehiche, Boualem
,
Hamadène, Said
,
Morlais, Marie-Amélie
,
Zhao, Xuzhe
Published in
Journal of mathematical analysis and applications
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varepsilon $$-Nash Equilibria of a Multi-player Nonzero-Sum Dynkin Game in Discrete Time
by
Hamadène, Said
,
Hassani, Mohammed
,
Morlais, Marie-Amélie
Published in
Dynamic games and applications
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Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem
by
Hamadène, S.
,
Morlais, M. A.
Published in
Applied mathematics & optimization
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Quadratic Backward Stochastic Differential Equations (BSDEs) Driven by a Continuous Martingale and Application to the Utility Maximization Problem
by
Morlais, Marie Amélie
Published in
Finance and stochastics
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