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Paris-Princeton Lectures on Mathematical Finance 2013
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Paris-Princeton Lectures on Mathematical Finance 2013 (2013)Paris-Princeton Lectures on Mathematical …Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (2019)Bubble regime identification …One-Dimensional Stationary Mean-Field Games with Local Coupling (2017)One-Dimensional Stationary Me…The Obstacle Version of the Geometric Dynamic Programming Principle: Application to the Pricing of American Options Under Constraints (2009)The Obstacle Version of the G…Les Aspects Probabilistes Du Controle Stochastique (1981)Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market (1995)Methods of Mathematical Finance (1998)Generalized stochastic target problems for pricing and partial hedging under loss constraints—application in optimal book liquidation (2012)Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle (2006)Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria (2007)Mean field games (2007)Time-Dependent Focusing Mean-Field Games: The Sub-critical Case (2018)On the existence of oscillating solutions in non-monotone Mean-Field Games (2019)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Stochastic Integration and Differential Equations (2005)In Search of Attention (2011)Using correlated stochastic differential equations to forecast cryptocurrency rates and social media activities (2020)Gambling and Online Trading Emerging Risks of Real-Time Stock and Cryptocurrency Trading Platforms (2021)The time-varying causal relationship between the Bitcoin market and internet attention (2021)
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  • 2017One-Dimensional Stationary Mean-Field Games with Local Coupling41 cited
  • 2019Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics38 cited
  • 2009The Obstacle Version of the Geometric Dynamic Programming Principle: Application to the Pricing of American Options Under Constraints33 cited

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