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Thibaut Mastrolia

Identifiers

  • name variant Thibaut Mastrolia 0.60 · backfill

Papers (12)

  1. Signature Methods for Optimal Market Making math.OC · 2026 · author #2
  2. Deep ZakaiJ: Structured Filtering for Jump-Diffusion Time Series Forecasting cs.LG · 2026 · author #2
  3. 2BSDE with uncertain horizon and application to stochastic control in erratic environments math.PR · 2025 · author #2
  4. Agency Problems and Adversarial Bilevel Optimization under Uncertainty and Cyber Threats math.OC · 2025 · author #1
  5. Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets q-fin.TR · 2025 · author #1
  6. Delegated portfolio management with random default q-fin.MF · 2024 · author #2
  7. Regulation of renewable resource exploitation math.PR · 2019 · author #3
  8. Contract theory in a VUCA world math.OC · 2018 · author #2
  9. Moral hazard in welfare economics: on the advantage of Planner's advices to manage employees' actions math.OC · 2017 · author #1
  10. A tale of a Principal and many many Agents math.PR · 2016 · author #2
  11. Moral hazard under ambiguity math.OC · 2015 · author #1
  12. On the Malliavin differentiability of BSDEs math.PR · 2014 · author #1

Mentions

  • 2606.19772 #2 · arxiv_oai · confidence 0.70 Thibaut Mastrolia
  • 2501.12591 #1 · arxiv_oai · confidence 0.70 Thibaut Mastrolia
  • 1706.01254 #1 · arxiv_oai · confidence 0.70 Thibaut Mastrolia
  • 1511.03616 #1 · arxiv_oai · confidence 0.70 Thibaut Mastrolia
  • 2506.15037 #2 · arxiv_oai · confidence 0.70 Thibaut Mastrolia
  • 2410.13103 #2 · arxiv_oai · confidence 0.70 Thibaut Mastrolia
  • 1404.1026 #1 · backfill · confidence 0.70 Thibaut Mastrolia
  • 2605.24548 #2 · arxiv_oai · confidence 0.70 Thibaut Mastrolia

Frequent Coauthors