BSDE with singular terminal values
BSDE with singular terminal values- Tubitak 1001 Project, 2018-2020
Events
October 14-16 2019: Lectures on Backward Stochastic Differential Equations by Alexandre Popier @METU-Bilkent, Ankara, Turkey
Articles
Backward Stochastic Differential Equations with Non-Markovian Singular Terminal Conditions with General Driver and Filtration, Mahdi Ahmadi, Alexandre Popier, Ali Devin Sezer, arxiv, November 2019
Continuity problem for singular BSDE with random terminal time, Alexandre Popier and S. Samuel, November 2020, arxiv
Optimal Liquidation with Conditions on Minimum Price, Mervan Aksu, Alexandre Popier, Ali Devin Sezer, (in preparation).
Reserachers
Alexandre Popier, Département de Mathématiques, Le Mans Université,
Çağın Ararat, Department of Industrial Engineering, Bilkent University
Devin Sezer
PhD Students
Mahdi Ahmadi (completed PhD in September 2020)
Sharoy Augustine Samuel
Mervan Aksu