Achref Bachouch

English version of this page
Rom 1220
Brukernavn
Besøksadresse Moltke Moes vei 35 Niels Henrik Abels hus 0851 OSLO
Postadresse Postboks 1053 Blindern 0316 OSLO
Emneord: Stokastisk analyse/Finans - forsikring og risiko

Publikasjoner

  • 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

Se alle arbeider i Cristin

  • 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.

Se alle arbeider i Cristin

Publisert 30. mai 2017 13:47 - Sist endret 6. nov. 2018 14:44