Romuald Elie
Finance · 2008–2019
A researcher in the Science corpus: 5 papers; trusts 34 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Finance — 39 citations into it; #3,185 of 10,518 by trust here, #5,336 by citations
- Economics and Econometrics — 16 citations into it; #20,851 of 23,481 by trust here, #20,730 by citations
- Management Science and Operations Research — 10 citations into it; #3,514 of 11,946 by trust here, #6,888 by citations
- Applied Mathematics — 8 citations into it
- Computational Theory and Mathematics — 7 citations into it
- Control and Systems Engineering — 7 citations into it
- Demography — 6 citations into it
- Mathematical Physics — 5 citations into it
Whom Romuald Elie trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- René A. Carmona
- Jianfeng Zhang
- P. Briand
- Ying Hu
- Bruno Bouchard
- François Delarue
- M. Kobylanski
- Marcel Nutz
- Revaz Tevzadze
- Christian Karl Grund
Who trusts Romuald Elie overall
Papers from Romuald Elie's perspective
Ordered by how strongly the researchers Romuald Elie trusts endorse each paper. Same corpus, a different order for every researcher.
- Backward stochastic differential equations and partial differential equations with quadratic growth
- DONSKER-TYPE THEOREM FOR BSDES
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Constructing Sublinear Expectations on Path Space
- A numerical scheme for BSDEs
- BSDE with quadratic growth and unbounded terminal value
- Utility maximization in incomplete markets
- A probabilistic weak formulation of mean field games and applications
- Solvability of backward stochastic differential equations with quadratic growth
- Path regularity for solutions of backward stochastic differential equations
Their papers
- Discrete time approximation of decoupled Forward-Backward SDE with jumps (2008) — 183 citations
- A simple constructive approach to quadratic BSDEs with or without delay (2013) — 97 citations
- Mean–field moral hazard for optimal energy demand response management (2019) — 51 citations
- BSDEs with mean reflection (2016) — 56 citations
- A note on existence and uniqueness for solutions of multidimensional reflected BSDEs (2011) — 59 citations