4. Mathematics
  5. Optimization and Control

Thomas Lim

Mathematics – Optimization and Control

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A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case

Mathematics – Analysis of PDEs
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Portfolio optimization in a defaults model under full/partial information

Economy – Quantitative Finance – Portfolio Management
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Progressive enlargement of filtrations and Backward SDEs with jumps

Mathematics – Optimization and Control
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Utility maximization in incomplete markets with default

Economy – Quantitative Finance – Computational Finance
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Profile ID: LFWR-SCP-P-129149

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