Arnaud Lionnet
AuthID: R-00H-FNW
1
TITLE: CONVERGENCE AND QUALITATIVE PROPERTIES OF MODIFIED EXPLICIT SCHEMES FOR BSDES WITH POLYNOMIAL GROWTH
AUTHORS: Lionnet, A; dos Reis, G ; Szpruch, L;
PUBLISHED: 2018, SOURCE: ANNALS OF APPLIED PROBABILITY, VOLUME: 28, ISSUE: 4
AUTHORS: Lionnet, A; dos Reis, G ; Szpruch, L;
PUBLISHED: 2018, SOURCE: ANNALS OF APPLIED PROBABILITY, VOLUME: 28, ISSUE: 4
2
TITLE: Equilibrium Pricing Under Relative Performance Concerns Full Text
AUTHORS: Jana Bielagk; Arnaud Lionnet; Goncalo Dos Reis ;
PUBLISHED: 2017, SOURCE: SIAM JOURNAL ON FINANCIAL MATHEMATICS, VOLUME: 8, ISSUE: 1
AUTHORS: Jana Bielagk; Arnaud Lionnet; Goncalo Dos Reis ;
PUBLISHED: 2017, SOURCE: SIAM JOURNAL ON FINANCIAL MATHEMATICS, VOLUME: 8, ISSUE: 1
