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Thibaut Mastrolia · Study
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Author
Thibaut Mastrolia
8 works
· latest 2020
· 4 institutions
cluster: provisional
ORCID 0000-0003-0578-0168
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Citations
271
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Most cited in this library
A Tale of a Principal and Many, Many Agents
2018 · 82 citations
Optimal Make-Take Fees for Market Making Regulation
2018 · 45 citations
Mean–field moral hazard for optimal energy demand response management
2020 · 43 citations
UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH
2015 · 32 citations
Principal-Agent Problem with Common Agency Without Communication
2018 · 19 citations
Works
8 shown
Mean–field moral hazard for optimal energy demand response management
Mathematical Finance
·
2020
·
4 authors
·
Open access
43
citations
Contract Theory in a VUCA World
SIAM Journal on Control and Optimization
·
2019
·
2 authors
·
Open access
15
citations
A Tale of a Principal and Many, Many Agents
Mathematics of Operations Research
·
2018
·
3 authors
·
Open access
82
citations
Moral Hazard Under Ambiguity
Journal of Optimization Theory and Applications
·
2018
·
2 authors
·
Open access
18
citations
Optimal Make-Take Fees for Market Making Regulation
Mathematical Finance
·
2018
·
4 authors
·
Open access
45
citations
Principal-Agent Problem with Common Agency Without Communication
SIAM Journal on Financial Mathematics
·
2018
·
2 authors
·
Open access
19
citations
On the Malliavin differentiability of BSDEs
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2017
·
3 authors
·
Open access
17
citations
UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH
International Journal of Theoretical and Applied Finance
·
2015
·
4 authors
·
Open access
32
citations