Arnaud Lionnet

Colleges, School and Institutes

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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

57 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

50 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

17 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

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