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researcher

Thibaut Mastrolia

34 papers hereh-index 12446 citations38 works total

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

author position
  • sole author2
  • first author9
  • middle author13
  • last author9

Across the 33 of 34 papers where every author was matched, so the position is known.

fields
  • math.PR11
  • math.OC9
  • q-fin.TR7
  • cs.LG3
  • q-fin.MF3
  • q-bio.PE1

identity via Semantic Scholar / OpenAlex

activity
20142026
most citedIncentives, lockdown, and testing: from Thucydides's analysis to the COVID-19 pandemic

22 citations · 43 across the 21 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

math.PR2021

On Z-mean reflected BSDEs

Joffrey Derchu, Thibaut Mastrolia

In this paper we provide conditions for the existence of supersolutions to BSDEs with mean-reflections on the Z component. We show that, contrary to BSDEs with mean-reflections o…

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