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researcher

St'ephane Cr'epey

11 papers hereh-index 4167 citations11 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6
  • middle author3
  • last author1

Across the 10 of 11 papers where every author was matched, so the position is known.

fields
  • q-fin.RM5
  • q-fin.CP4
  • math.PR1
  • q-fin.GN1

identity via Semantic Scholar / OpenAlex

activity
20082024
most citedReflected and doubly reflected BSDEs with jumps: a priori estimates and comparison

89 citations · 91 across the 11 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2008★ 89 cited

Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison

Stéphane Crépey, Anis Matoussi

It is now established that under quite general circumstances, including in models with jumps, the existence of a solution to a reflected BSDE is guaranteed under mild conditions, w…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.