Badr Elmansouri

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Reflected BSDEs driven by RCLL martingales with stochastic Lipschitz coefficient in a general filtration: analysis and applications Communications in Mathematical Analysis and Applications	2026-08-27	Paper
Game options with jumps and multiple defaults: valuation via doubly reflected BSDEs Statistics & Probability Letters	2026-08-18	Paper
On reflected BSDEs with jumps and default time International Journal of Theoretical and Applied Finance	2026-08-14	Paper
On the \(\mathbb{L}^p\)-solution for BSDELs with continuous or left continuous coefficient Statistics & Risk Modeling	2026-05-08	Paper
Optimal control over split stopping times in defaultable settings and reflected BSDEs with irregular obstacles Journal of Mathematical Analysis and Applications	2026-03-11	Paper
Doubly reflected generalized BSDEs with two completely separated RCLL barriers in a general filtration Random Operators and Stochastic Equations	2026-03-04	Paper
Minimal supersolution of BSDEs driven by continuous martingales in a general filtration Journal of Stochastic Analysis	2026-02-25	Paper
Generalized Dynkin games and doubly reflected BSDEs driven by RCLL martingales Applied Mathematics and Optimization	2026-01-21	Paper
Backward doubly SDEs driven by a nonhomogeneous Lévy process with continuous and stochastic linear growth coefficients Journal of Integral Equations and Applications	2026-01-16	Paper
\(\mathbb{L}^p\)-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients Modern Stochastics. Theory and Applications	2025-12-16	Paper
Penalization method for doubly reflected generalized BSDEs with general filtration and RCLL barriers Differential Equations and Dynamical Systems	2025-11-18	Paper
Pricing game options in financial markets with default: a doubly reflected BSDEs approach International Journal of Theoretical and Applied Finance	2025-10-22	Paper
Applications of doubly reflected BSDEs driven by RCLL martingales to Dynkin games and American game options Mediterranean Journal of Mathematics	2025-09-17	Paper
\(\mathbb{L}^p\)-solutions of backward stochastic differential equations with default time Statistics & Probability Letters	2025-04-28	Paper
Reflected BSDEs with default time and irregular obstacles Comptes Rendus. Mathématique. Académie des Sciences, Paris	2025-04-25	Paper
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient Stochastics and Dynamics	2024-05-17	Paper
Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients Modern Stochastics. Theory and Applications	2024-04-30	Paper
Generalized backward stochastic differential equations with jumps in a general filtration Random Operators and Stochastic Equations	2023-09-18	Paper

Research outcomes over time

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