Browsing CEREMADE (UMR CNRS 7534) by Author "Zhang, Jianing"
-
FBSDEs with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity
Dos Reis, Gonçalo; Réveillac, Anthony; Zhang, Jianing (2011) Article accepté pour publication ou publié -
Forward-backward systems for expected utility maximization
Zhang, Jianing; Réveillac, Anthony; Imkeller, Peter; Hu, Ying; Horst, Ulrich (2014) Article accepté pour publication ou publié -
Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization
Imkeller, Peter; Réveillac, Anthony; Zhang, Jianing (2011) Article accepté pour publication ou publié