Miryana Grigorova und Youssef Ouknine - Info zur Person

(1 - 10 von 10

)

Youssef Ouknine: Optimal stopping with f-expectations: the irregular...

www.mn.uio.no

This talk is based on joint work with Miryana Grigorova, Peter Imkeller and Marie- Claire Quenez. Published Mar. 3, :11 PM - Last modified Mar. 3,

Superhedging prices of European and American options in a non-linear...

ideas.repec.org

Miryana Grigorova & Peter Imkeller & Elias Offen & Youssef Ouknine & Marie- Claire Quenez, "Reflected BSDEs when the obstacle is not right- continuous ...

CRC 1283: Taming uncertainty and profiting from randomness and low...

www.sfb1283.uni-bielefeld.de

Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez PDF. Doubly Reflected BSDEs and $\mathcal{E}^f$-Dynkin Games: Beyond the Right-continuous Case. Project: C3. Published: Electronic Journal of Probability 23 (2018), 122: 1–38

EconPapers: Optimal stopping with f -expectations: the irregular case

econpapers.repec.org

By Miryana Grigorova, Peter Imkeller, Youssef Ouknine and Marie-Claire Quenez; Abstract: We consider the optimal stopping problem with ...

Reflected BSDEs when the obstacle is not right EconPaperseconpapers.repec.org › RePEc:arx:...

econpapers.repec.org

By Miryana Grigorova, Peter Imkeller, Elias Offen, Youssef Ouknine and Marie-Claire Quenez; Abstract: In the first part of the paper, we study ...

Quant Sanity Preserver

www.quant-arxiv-sanity.com

Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez (v1: )math.PR | math.OC | q-fin.CP v5pdf

Doubly Reflected BSDEs and ${\cal E}^{f}$-Dynkin games: beyond the...

scirate.com

Miryana Grigorova,; Peter Imkeller,; Youssef Ouknine,; Marie-Claire Quenez. We formulate a notion of doubly reflected BSDE in the case where ...

Doubly Reflected BSDEs and non-linear Dynkin games: beyond...

programme.exordo.com

Miryana Grigorova (University Bielefeld); Peter Imkeller (Humboldt-Universität zu Berlin); Youssef Ouknine (Universite Cadi Ayyad); Marie-Claire Quenez ...

Reflected BSDEs when the obstacle is not right-continuous and optimal...

hal.uca.fr

Miryana Grigorova, Peter Imkeller, Elias Offen, Youssef Ouknine, Marie-Claire Quenez. Reflected BSDEs when the obstacle is not right-continuous and optimal ...

Altmetric – Reflected BSDEs when the obstacle is not right-continuous...

www.altmetric.com

... and optimal stopping. Published in. arXiv, April Authors. Miryana Grigorova, Peter Imkeller, Elias Offen, Youssef Ouknine, Marie-Claire Quenez ...

Alle Infos zum Namen "Miryana Grigorova"

Verwandte Suchanfragen zu Miryana Grigorova

Peter Imkeller

Personen
Vorname "Miryana" (11)
Name "Grigorova" (53)

sortiert nach Relevanz / Datum

Erweiterte Suche

Person-Suchen: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Miryana Grigorova und Youssef Ouknine Person-Info