| Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents C Hernández, D Possamaï The Annals of Applied Probability 33 (2), 1396-1458, 2023 | 56 | 2023 |
| Optimal dividend payments under a time of ruin constraint: Exponential claims C Hernandez, M Junca Insurance: Mathematics and Economics 65, 136-142, 2015 | 21 | 2015 |
| A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes C Hernandez, M Junca, H Moreno-Franco Insurance: Mathematics and Economics 79, 57-68, 2018 | 19 | 2018 |
| A unified approach to well-posedness of type-I backward stochastic Volterra integral equations C Hernández, D Possamaï Electronic Journal of Probability 26, 1-35, 2021 | 18 | 2021 |
| A neural rde approach for continuous-time non-markovian stochastic control problems M Hoglund, E Ferrucci, C Hernández, AM Gonzalez, C Salvi, ... arXiv preprint arXiv:2306.14258, 2023 | 11 | 2023 |
| Time‐inconsistent contract theory C Hernández, D Possamaï Mathematical Finance 34 (3), 1022-1085, 2024 | 9 | 2024 |
| On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications C Hernández Stochastic Processes and their Applications 162, 249-298, 2023 | 9 | 2023 |
| Approximate super-resolution of positive measures in all dimensions H García, C Hernández, M Junca, M Velasco Applied and Computational Harmonic Analysis, 2020 | 8 | 2020 |
| Closed-loop equilibria for Stackelberg games: it's all about stochastic targets C Hernández, NH Santibánez, E Hubert, D Possamaï arXiv preprint arXiv:2406.19607, 2024 | 3 | 2024 |
| Me, myself and I: Time-inconsistent stochastic control, contract theory and backward stochastic Volterra integral equations C Hernández Ph. D. thesis., Columia University, New York, USA, 2021 | 2 | 2021 |
| Propagation of chaos for mean field Schrödinger problems C Hernández, L Tangpi arXiv preprint arXiv:2304.09340, 2023 | 1 | 2023 |
| Compressive sensing and truncated moment problems on spheres H García, C Hernández, M Junca, M Velasco arXiv preprint arXiv:1710.09496, 2017 | 1 | 2017 |
Dylan PossamaïFull Professor, ETH Zürich, MathematicsПідтверджена електронна адреса в math.ethz.ch