42 citations · 163 across the 29 of their papers we have counts for
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math.PR2016
A tale of a Principal and many many Agents
Romuald Elie, Thibaut Mastrolia, Dylan Possamaï
In this paper, we investigate a moral hazard problem in finite time with lumpsum and continuous payments, involving infinitely many Agents with mean field type interactions, hir…
math.PR2016★ 42 cited
Existence and uniqueness results for BSDEs with jumps: the whole nine yards
Antonis Papapantoleon, Dylan Possamaï, Alexandros Saplaouras
This paper is devoted to obtaining a wellposedness result for multidimensional BSDEs with possibly unbounded random time horizon and driven by a general martingale in a filtration…