Mohamed El Jamali

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Person:1986116



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!

PublicationDate of PublicationType
Doubly reflected BSDEs with quadratic growth and random terminal horizon
Probability, Uncertainty and Quantitative Risk
2026-02-20Paper
PDEs FOR REFLECTED BSDENMs APPLIED TO AMERICAN OPTIONS
International Journal of Theoretical and Applied Finance
2024-02-20Paper
\(L^p\)-solution for BSDEs driven by a Lévy process
Random Operators and Stochastic Equations
2023-07-07Paper
On generalized reflected BSDEs with Rcll obstacle
Stochastics and Quality Control
2022-10-06Paper
Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier
Journal of Integral Equations and Applications
2022-08-29Paper
BSDE with rcll reflecting barrier driven by a Lévy process
Random Operators and Stochastic Equations
2020-04-07Paper
Predictable representation for time inhomogeneous Lévy processes and BSDEs
Afrika Matematika
2019-09-04Paper


Research outcomes over time


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