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

82 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

76 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

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

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

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