Dylan Possamaï

Finance · 2013–2019

A researcher in the Science corpus: 5 papers; trusts 41 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Dylan Possamaï trusts overall

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

  1. René A. Carmona
  2. Marcel Nutz
  3. H. M. Soner
  4. M. Kobylanski
  5. Laurent Denis
  6. Nizar Touzi
  7. François Delarue
  8. Huyen Pham
  9. Nicole El Karoui
  10. Jianfeng Zhang

Who trusts Dylan Possamaï overall

  1. Ariel Neufeld
  2. Marcel Nutz
  3. Mao Fabrice Djete
  4. Xiaolu Tan
  5. Romuald Elie

Papers from Dylan Possamaï's perspective

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

  1. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
  2. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
  3. Mean field games
  4. Dual Formulation of Second Order Target Problems
  5. Random G-expectations.
  6. Dynamic programming for stochastic target problems and geometric flows
  7. Backward stochastic differential equations and partial differential equations with quadratic growth
  8. Superreplication under Volatility Uncertainty for Measurable Claims
  9. Constructing Sublinear Expectations on Path Space
  10. A Maximum Principle for SDEs of Mean-Field Type

Their papers