Achref Bachouch

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Room 1220
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


  • Agram, Nacira; Bachouch, Achref; Øksendal, Bernt & Proske, Frank Norbert (2019). Singular control and optimal stopping of memory mean-field processes. SIAM Journal on Mathematical Analysis.  ISSN 0036-1410.  51(1), s 450- 468
  • Bachouch, Achref & Matoussi, Anis (2019). L 2 -regularity result for solutions of backward doubly stochastic differential equations. Stochastics and Dynamics.  ISSN 0219-4937. . doi: 10.1142/S0219493720500124

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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.

View all works in Cristin

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