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Thomas Lim (ENSIIE)

Identifiers

  • name variant Thomas Lim (ENSIIE) 0.60 · backfill

Papers (5)

  1. Optimization problem under change of regime of interest rate q-fin.PM · 2013 · author #3
  2. A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case math.OC · 2012 · author #2
  3. Mean-Variance Hedging on uncertain time horizon in a market with a jump math.OC · 2012 · author #2
  4. A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case math.AP · 2011 · author #3
  5. Progressive enlargement of filtrations and Backward SDEs with jumps math.OC · 2011 · author #2

Mentions

  • 1305.7309 #3 · backfill · confidence 0.70 Thomas Lim (ENSIIE)
  • 1211.6231 #2 · backfill · confidence 0.70 Thomas Lim (ENSIIE)
  • 1206.3693 #2 · backfill · confidence 0.70 Thomas Lim (ENSIIE)
  • 1103.3029 #3 · backfill · confidence 0.70 Thomas Lim (ENSIIE)
  • 1101.2815 #2 · backfill · confidence 0.70 Thomas Lim (ENSIIE)

Frequent Coauthors