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researcher /
Dylan Possamaï
Dylan Possamaï
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Disciplines:
Applied mathematics
Mathematics
Natural sciences
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Thesis:
A journey through second order BSDEs and other contemporary issues in mathematical finance
Directed Thesis:
Quantitative finance at the microstructure scale : algorithmic trading and regulation
Some results on the McKean–Vlasov optimal control and mean field games : Limit theorems, dynamic programming principle and numerical approximations
Interactions and incitatives : between contract theory and mean-field games