Dylan Possamaï

According to our database1, Dylan Possamaï authored at least 11 papers between 2012 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

Homepage:

On csauthors.net:

Bibliography

2020
An Adverse Selection Approach to Power Pricing.
SIAM J. Control. Optim., 2020

Bank Monitoring Incentives Under Moral Hazard and Adverse Selection.
J. Optim. Theory Appl., 2020

2019
Contracting Theory with Competitive Interacting Agents.
SIAM J. Control. Optim., 2019

A Tale of a Principal and Many, Many Agents.
Math. Oper. Res., 2019

2018
On a Class of Path-Dependent Singular Stochastic Control Problems.
SIAM J. Control. Optim., 2018

Moral Hazard Under Ambiguity.
J. Optim. Theory Appl., 2018

Dynamic programming approach to principal-agent problems.
Finance Stochastics, 2018

2017
Moral Hazard in Dynamic Risk Management.
Manag. Sci., 2017

General indifference pricing with small transaction costs.
Asymptot. Anal., 2017

2014
A mathematical treatment of bank monitoring incentives.
Finance Stochastics, 2014

2012
Large liquidity expansion of super-hedging costs.
Asymptot. Anal., 2012


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