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Arnaud Lionnet
Arnaud Lionnet
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Mathematics
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Most downloaded publications
Equilibrium pricing under relative performance concerns
Arnaud Lionnet
,
2017
,
In:
SIAM Journal on Financial Mathematics.
8
,
1
,
p. 435–482
48 p.
Research output
:
Contribution to journal
›
Article
›
peer-review
104
downloads
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth
Arnaud Lionnet
,
9 Aug 2018
,
In:
Annals of Applied Probability.
28
,
4
,
p. 2544-2591
48 p.
Research output
:
Contribution to journal
›
Article
›
peer-review
92
downloads
Some results on general quadratic reflected BSDEs driven by a continuous martingale
Arnaud Lionnet
,
Mar 2014
,
In:
Stochastic Processes and their Applications.
124
,
3
,
p. 1275-1302
28 p.
Research output
:
Contribution to journal
›
Article
›
peer-review
7
downloads
Recent publications
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth
Arnaud Lionnet
,
9 Aug 2018
,
In:
Annals of Applied Probability.
28
,
4
,
p. 2544-2591
48 p.
Research output
:
Contribution to journal
›
Article
›
peer-review
Equilibrium pricing under relative performance concerns
Arnaud Lionnet
,
2017
,
In:
SIAM Journal on Financial Mathematics.
8
,
1
,
p. 435–482
48 p.
Research output
:
Contribution to journal
›
Article
›
peer-review
Time discretization of FBSDE with polynomial growth drivers and reaction–diffusion PDEs
Arnaud Lionnet
,
30 Jul 2015
,
In:
Annals of Applied Probability.
25
,
5
,
p. 2563-2625
63 p.
Research output
:
Contribution to journal
›
Article
›
peer-review
View all (4)