Abdelkarem Berkaoui

Available identifiers

zbMath Open berkaoui.abdelkaremMaRDI QIDQ1950716

List of research outcomes

Publication	Date of Publication	Type
On the optional and orthogonal decompositions of supermartingales and applications	2023-07-12	Paper
On the optional and orthogonal decompositions of a class of semimartingales	2023-04-04	Paper
On representations of the set of supermartingale measures and applications in continuous time	2022-07-05	Paper
https://portal.mardi4nfdi.de/entity/Q4628624	2019-03-14	Paper
On the degree of incompleteness of an incomplete financial market	2018-11-16	Paper
A characterization of the set of local martingale measures	2018-10-11	Paper
On representations of the set of supermartingale measures and applications in discrete time	2017-08-31	Paper
On a generalized optional decomposition theorem	2016-06-10	Paper
On backward stochastic differential equations driven by a family of It\^o's processes	2015-10-31	Paper
On characterizing the set of martingale measures in discrete time	2015-06-19	Paper
On characterizing and generalizing the optional \(m\)-stability property for pricing set	2013-05-13	Paper
No arbitrage and closure results for trading cones with transaction costs	2009-08-08	Paper
On the density of properly maximal claims in financial markets with transaction costs	2007-10-22	Paper
On representing claims for coherent risk measures	2007-08-03	Paper
Sur les grandes déviations en théorie de filtrage non linéaire	2002-02-21	Paper
On the approximation of the solution of an anticipating stochastic differential equation	2000-06-04	Paper
Approximation en norme besov-orlicz de la solution d'une equation differéntielle stochastique	1997-08-07	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Abdelkarem Berkaoui