Marie-Amélie Morlais

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Marie-Amélie Morlais trusts overall

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

  1. Dirk Becherer
  2. P. Briand
  3. Michael Mania
  4. Ying Hu
  5. Martin Schweizer
  6. M. Kobylanski

Who trusts Marie-Amélie Morlais overall

  1. Thomas Kruse
  2. Alexandre Popier

Papers from Marie-Amélie Morlais's perspective

Ordered by how strongly the researchers Marie-Amélie Morlais trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Utility maximization in incomplete markets
  2. Dynamic exponential utility indifference valuation
  3. BSDE with quadratic growth and unbounded terminal value
  4. Bounded solutions to backward SDE's with jumps for utility optimization and indifference hedging
  5. Backward stochastic differential equations and partial differential equations with quadratic growth
  6. Backward stochastic differential equations with jumps and related non-linear expectations
  7. Exponential Hedging and Entropic Penalties
  8. Utility–indifference hedging and valuation via reaction–diffusion systems (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
  9. The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
  10. Solvability of backward stochastic differential equations with quadratic growth

Their papers