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 |
|---|---|---|
| Backward SDE representation for stochastic control problems with nondominated controlled intensity The Annals of Applied Probability | 2016-06-09 | Paper |
| Backward SDE representation for stochastic control problems with nondominated controlled intensity The Annals of Applied Probability | 2016-06-09 | Paper |
| Mean-variance hedging under multiple defaults risk Stochastic Analysis and Applications | 2015-10-20 | Paper |
| Reflected BSDEs with nonpositive jumps, and controller-and-stopper games Stochastic Processes and their Applications | 2015-01-30 | Paper |
Research outcomes over time
This page was built for person: Sébastien Choukroun