Multidimensional quadratic and subquadratic BSDEs with special structure P Cheridito, K Nam Stochastics An International Journal of Probability and Stochastic Processes …, 2015 | 63 | 2015 |
BSDEs with terminal conditions that have bounded Malliavin derivative P Cheridito, K Nam Journal of Functional Analysis 266 (3), 1257-1285, 2014 | 52 | 2014 |
BSEs, BSDEs and fixed point problems P Cheridito, K Nam Annals of Probability 45 (6A), 3795-3828, 2017 | 30 | 2017 |
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 | 6 | 2019 |
Backward Stochastic Differential Equations with Superlinear Drivers K Nam Princeton, NJ: Princeton University, 2014 | 6 | 2014 |
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 | 4 | 2022 |
Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach K Nam Stochastic Processes and their Applications 141, 376-411, 2021 | 4 | 2021 |
Macroscopic Market Making I Guo, S Jin, K Nam arXiv preprint arXiv:2307.14129, 2023 | 2 | 2023 |
Macroscopic Market Making Games I Guo, S Jin, K Nam arXiv preprint arXiv:2406.05662, 2024 | 1 | 2024 |
Forward-backward stochastic equations: a functional fixed point approach K Nam, Y Xu Stochastic Analysis and Applications 41 (1), 16-44, 2023 | 1 | 2023 |
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 |