F. Baghéry

2007

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Whom F. Baghéry trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Bernt Øksendal
  2. Agnès Sulem

Who trusts F. Baghéry overall

  1. Qingxin Meng
  2. Jingtao Shi

Papers from F. Baghéry's perspective

Ordered by how strongly the researchers F. Baghéry trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance
  2. Optimal Control Problem Associated with Jump Processes
  3. Dynamic utility indierence valuation via convex risk measures
  4. A “maximum principle for semicontinuous functions” applicable to integro-partial differential equations
  5. Risk measure pricing and hedging in incomplete markets
  6. Impulse control problem on finite horizon with execution delay
  7. When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?
  8. Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
  9. Dynamic programming in stochastic control of systems with delay
  10. A maximum principle for optimal control of stochastic systems with delay, with applications to finance.

Their papers