Articles

Elie R., Mastrolia T., Possamaï D. (2019), A tale of a Principal and many many Agents, Mathematics of Operations Research, vol. 44, n°2, p. 440-467

Mastrolia T., Possamaï D. (2018), Moral Hazard under Ambiguity, Journal of Optimization Theory and Applications, vol. 179, n°2, p. 452-500

Mastrolia T. (2018), Density analysis of non-Markovian BSDEs and applications to biology and finance, Stochastic Processes and their Applications, vol. 128, n°3, p. 897-938

Mastrolia T., Ren Z. (2018), Principal-Agent Problem with Common Agency without Communication, SIAM Journal on Financial Mathematics, vol. 9, n°2, p. 32

Mastrolia T., Possamaï D., Réveillac A. (2017), On the Malliavin differentiability of BSDEs, Annales Henri Poincaré, vol. 53, n°1, p. 464-492

Mastrolia T., Possamaï D., Réveillac A. (2016), Density analysis of BSDEs, Annals of Probability, vol. 44, n°4, p. 2817-2857

Imkeller P., Mastrolia T., Possamaï D., Réveillac A. (2016), A note on the Malliavin-Sobolev spaces, Statistics & Probability Letters, vol. 109, p. 45-53

Jeanblanc M., Mastrolia T., Possamaï D., Réveillac A. (2015), Utility maximization with random horizon: a BSDE approach, International Journal of Theoretical and Applied Finance, vol. 18, n°7