Ihsan Arharas

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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
Optimal Stopping Under Model Uncertainty in a General Setting
(available as arXiv preprint)
N/APaper
Optimal stopping under model uncertainty in a general setting
Probability, Uncertainty and Quantitative Risk
2026-09-01Paper
Deep learning for energy market contracts: Dynkin game with doubly RBSDEs
SIAM Journal on Financial Mathematics
2026-08-18Paper
Epidemic modelling by birth-death processes with spatial scaling
Journal of Mathematics in Industry
2024-10-11Paper
Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies
Journal of Theoretical Probability
2024-06-17Paper
Doubly reflected backward stochastic differential equations in the predictable setting
Journal of Theoretical Probability
2022-03-17Paper
Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies2021-07-16Paper


Research outcomes over time


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