OAI Archive: Thèses et e-prints BICTEL/e
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- Xavier de Scheemaekere, Essays in Mathematical Finance and in the Epistemology of Finance / Essais En Finance Mathématique Et En Epistémologie de la Finance.The goal of this thesis in finance is to combine the use of advanced mathematical methods with a return to foundational economic issues. In that perspective, I study generalized rational expectations and asset pricing in Chapter 2, and a converse comparison principle for backward stochastic differential equations with jumps in Chapter 3. Since the use of stochastic methods in finance is an interesting and complex issue in itself - if only to clarify the difference between the use of mathematical models (...)