Showing 1–20 of 66 results
/ Date/ Name
Jul 23, 2020A unified approach to well-posedness of type-I backward stochastic Volterra integral equationsAug 28, 2012Quadratic BSDEs with jumps: a fixed-point approachDec 26, 2012Homogenization and asymptotics for small transaction costs: the multidimensional caseApr 3, 2014On the Malliavin differentiability of BSDEsJan 30, 2017On a class of path-dependent singular stochastic control problemsFeb 9, 2012A mathematical treatment of bank monitoring incentivesMay 4, 2015A general Doob-Meyer-Mertens decomposition for $g$-supermartingale systemsDec 4, 2023Golden parachutes under the threat of accidentsNov 22, 2023Randomisation with moral hazard: a path to existence of optimal contractsMar 2, 2023Time-inconsistent contract theoryOct 15, 2023On the population size in stochastic differential gamesJan 3, 2012Second Order Backward Stochastic Differential Equations with Quadratic GrowthAug 3, 2012Second-order BSDEs with jumps: Formulation and uniquenessJul 10, 2020Is there a Golden Parachute in Sannikov's principal-agent problem?Feb 7, 2013On the Robust superhedging of measurable claimsFeb 18, 2014Density analysis of BSDEsSep 6, 2024A policy iteration algorithm for non-Markovian control problemsJun 26, 2023Reflections on BSDEsJun 28, 2024Closed-loop equilibria for Stackelberg games: it's all about stochastic targetsDec 17, 2014Probabilistic interpretation for solutions of fully Nonlinear Stochastic PDEs