Achref Bachouch

Postdoctoral Fellow - Risk and Stochastics
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Room 1220
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Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 OSLO
Postal address Postboks 1053 Blindern 0316 OSLO
Tags: Stochastic analysis and finance and insurance and risk

Publications

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  • Bachouch, Achref (2018). Longstaf-Schwarz algorithm for the valuation of American-Bermuda options.
  • Bachouch, Achref (2017). Numerical probabilistic method for Semi-linear Stochastic PDEs using Backward Doubly SDEs.

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Published May 30, 2017 1:50 PM - Last modified Nov. 6, 2018 2:44 PM