Abdelkarem Berkaoui

MaRDI QIDQ1950716zbMATH OpenFDO

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
On scalar invariant maps and applications Probability, Uncertainty and Quantitative Risk	2026-08-12	Paper
On the optional and orthogonal decompositions of supermartingales and applications Statistics & Probability Letters	2023-07-12	Paper
On the optional and orthogonal decompositions of a class of semimartingales Portugaliae Mathematica	2023-04-04	Paper
On representations of the set of supermartingale measures and applications in continuous time Stochastics	2022-07-05	Paper
On representing and hedging claims for coherent risk measures (available as arXiv preprint)	2019-03-14	Paper
On representing and hedging claims for coherent risk measures	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 Stochastics and Dynamics	2018-10-11	Paper
On representations of the set of supermartingale measures and applications in discrete time Arabian Journal of Mathematics	2017-08-31	Paper
On a generalized optional decomposition theorem Stochastics	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 Stochastics and Dynamics	2015-06-19	Paper
On characterizing and generalizing the optional \(m\)-stability property for pricing set Statistics & Probability Letters	2013-05-13	Paper
No arbitrage and closure results for trading cones with transaction costs Finance and Stochastics	2009-08-08	Paper
On the density of properly maximal claims in financial markets with transaction costs The Annals of Applied Probability	2007-10-22	Paper
On representing claims for coherent risk measures	2007-08-03	Paper
On large deviations in nonlinear filtering theory Studia Mathematica	2002-02-21	Paper
On the approximation of the solution of an anticipating stochastic differential equation Annales Mathématiques Blaise Pascal	2000-06-04	Paper
On the approximation of the solution of an anticipating stochastic differential equation Annales Mathématiques Blaise Pascal	2000-06-04	Paper
Approximation en norme besov-orlicz de la solution d'une equation differéntielle stochastique Stochastics and Stochastic Reports	1997-08-07	Paper

Research outcomes over time

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