Applied Stochastic Control of Jump Diffusions von Øksendal, Bernt, Sulem, Agnès

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BSDEs with jumps, optimization and applications to dynamic risk measures von Quenez, Marie-Claire, Sulem, Agnès

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A Dynamic Contagion Risk Model with Recovery Features von Amini, Hamed, Minca, Andreea, Sulem, Agnès

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Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps von Quenez, Marie-Claire, Sulem, Agnès

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Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty von Øksendal, Bernt, Sulem, Agnès

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Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations von Øksendal, Bernt, Sulem, Agnès, Zhang, Tusheng

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American options in a non-linear incomplete market model with default von Grigorova, Miryana, Quenez, Marie-Claire, Sulem, Agnès

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Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps von Dumitrescu, Roxana, Øksendal, Bernt, Sulem, Agnès

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MAXIMUM PRINCIPLES FOR OPTIMAL CONTROL OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS von ØKSENDAL, Bernt, SULEM, Agnès

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Mean-field BSDEs with jumps and dual representation for global risk measures von Chen, Rui, Dumitrescu, Roxana, Minca, Andreea, Sulem, Agnès

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Singular mean field control games von Hu, Yaozhong, Øksendal, Bernt, Sulem, Agnès

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Risk minimization in financial markets modeled by Itô-Lévy processes von Øksendal, Bernt, Sulem, Agnès

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Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes von Øksendal, Bernt, Sulem, Agnès

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Optimal equity infusions in interbank networks von Amini, Hamed, Minca, Andreea, Sulem, Agnès

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Generalized Dynkin games and doubly reflected BSDEs with jumps von Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès

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Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems von Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès

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Game Options in an Imperfect Market with Default von Dumitrescu, Roxana, Quenez, Marie-Claire, Sulem, Agnès

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European Options in a Nonlinear Incomplete Market Model with Default von Grigorova, Miryana, Quenez, Marie-Claire, Sulem, Agnès

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Dynamic Robust Duality in Utility Maximization von Øksendal, Bernt, Sulem, Agnès

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Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection von Øksendal, Bernt, Sulem, Agnès, Zhang, Tusheng

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