21734 articles – 15570 Notices  [english version]
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5 documents classés par :
fulltext access A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case
Kharroubi I., Lim T.
(26/11/2012) [hal-00757426 - version 1]
fulltext access Parametric Estimation of Ordinary Differential Equations with Orthogonality Conditions
Brunel N. J.-B., Clairon Q., D'Alché-Buc F.
(26/06/2012) [hal-00713368 - version 1]
fulltext access Mean-Variance Hedging on uncertain time horizon in a market with a jump
Kharroubi I., Lim T., Ngoupeyou A.
(15/06/2012) [hal-00708597 - version 1]
fulltext access A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case
Kharroubi I., Lim T.
(15/03/2011) [hal-00576922 - version 3]
fulltext access Progressive enlargement of filtrations and Backward SDEs with jumps
Kharroubi I., Lim T.
(14/01/2011) [hal-00555787 - version 2]