Author/Creator: Elie, Romuald - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Elie, Romuald

1. Adding constraints to BSDEs with jumps: an alternative to multidimensional reflectionsâˆ—. (1st July 2014)

Authors:: Elie, Romuald; Kharroubi, Idris
Journal:: ESAIM
Issue:: Volume 18(2014)
Page Start:: 233
Record Type:: Journal Article
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2. Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections∗. (1st July 2014)

Authors:: Elie, Romuald; Kharroubi, Idris
Journal:: ESAIM
Issue:: Volume 18(2014)
Page Start:: 233
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

3. OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT. (8th June 2013)

Authors:: Elie, Romuald; Espinosa, Gilles‐Edouard
Journal:: Mathematical finance
Issue:: Volume 25:Number 4(2015:Oct.)
Page Start:: 754
Record Type:: Journal Article
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