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Kihun Nam
标题
引用次数
引用次数
年份
Multidimensional quadratic and subquadratic BSDEs with special structure
P Cheridito, K Nam
Stochastics An International Journal of Probability and Stochastic Processes …, 2015
582015
BSDEs with terminal conditions that have bounded Malliavin derivative
P Cheridito, K Nam
Journal of Functional Analysis 266 (3), 1257-1285, 2014
502014
BSEs, BSDEs and fixed point problems
P Cheridito, K Nam
Annals of Probability 45 (6A), 3795-3828, 2017
302017
Time-changed\levy processes and option pricing: a critical comment
H Fallahgoul, K Nam
arXiv preprint arXiv:1907.00149, 2019
8*2019
Global well-posedness of non-Markovian multidimensional superquadratic BSDE
K Nam
arXiv preprint ArXiv:1912.03692, 2019
62019
Backward Stochastic Differential Equations with Superlinear Drivers
K Nam
Princeton, NJ: Princeton University, 2014
62014
Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs
K Nam, Y Xu
Journal of Mathematical Analysis and Applications 515 (1), 126403, 2022
42022
Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach
K Nam
Stochastic Processes and their Applications 141, 376-411, 2021
32021
Macroscopic Market Making
I Guo, S Jin, K Nam
arXiv preprint arXiv:2307.14129, 2023
22023
Forward-backward stochastic equations: a functional fixed point approach
K Nam, Y Xu
Stochastic Analysis and Applications 41 (1), 16-44, 2023
12023
Macroscopic Market Making Games
I Guo, S Jin, K Nam
arXiv preprint arXiv:2406.05662, 2024
2024
Strong solutions of mean-field FBSDEs and their applications to multi-population mean-field games
K Nam, Y Xu
arXiv preprint arXiv:2402.01229, 2024
2024
Variations of dynamic random networks: localization approach
K Nam
arXiv preprint arXiv:1812.00370, 2018
2018
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