Sébastien Choukroun

From MaRDI portal
(Redirected from Person:292926)



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
Backward SDE representation for stochastic control problems with nondominated controlled intensity
The Annals of Applied Probability
2016-06-09Paper
Backward SDE representation for stochastic control problems with nondominated controlled intensity
The Annals of Applied Probability
2016-06-09Paper
Mean-variance hedging under multiple defaults risk
Stochastic Analysis and Applications
2015-10-20Paper
Reflected BSDEs with nonpositive jumps, and controller-and-stopper games
Stochastic Processes and their Applications
2015-01-30Paper


Research outcomes over time


This page was built for person: Sébastien Choukroun