Arnaud Lionnet

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2018
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth
Lionnet, A., dos Reis, G. & Lukasz, S., 9 Aug 2018, In: Annals of Applied Probability. 28, 4, p. 2544-2591 48 p.
Research output: Contribution to journal › Article › peer-review

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1 Citation (Scopus)

178 Downloads (Pure)
2017
Equilibrium pricing under relative performance concerns
Bielagk, J., Lionnet, A. & dos Reis, G., 2017, In: SIAM Journal on Financial Mathematics. 8, 1, p. 435–482 48 p.
Research output: Contribution to journal › Article › peer-review

Open Access
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3 Citations (Scopus)

204 Downloads (Pure)
2015
Time discretization of FBSDE with polynomial growth drivers and reaction–diffusion PDEs
Lionnet, A., dos Reis, G. & Lukasz, S., 30 Jul 2015, In: Annals of Applied Probability. 25, 5, p. 2563-2625 63 p.
Research output: Contribution to journal › Article › peer-review
9 Citations (Scopus)
2014
Some results on general quadratic reflected BSDEs driven by a continuous martingale
Lionnet, A., Mar 2014, In: Stochastic Processes and their Applications. 124, 3, p. 1275-1302 28 p.
Research output: Contribution to journal › Article › peer-review

Open Access
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111 Downloads (Pure)

Research output