The following pages link to Abdelkarem Berkaoui (Q1950716):
Displaying 17 items.
- On characterizing and generalizing the optional \(m\)-stability property for pricing set (Q1950717) (← links)
- On the approximation of the solution of an anticipating stochastic differential equation (Q1969339) (← links)
- No arbitrage and closure results for trading cones with transaction costs (Q2271722) (← links)
- On representations of the set of supermartingale measures and applications in discrete time (Q2401121) (← links)
- On the density of properly maximal claims in financial markets with transaction costs (Q2455063) (← links)
- On the optional and orthogonal decompositions of a class of semimartingales (Q2694625) (← links)
- Sur les grandes déviations en théorie de filtrage non linéaire (Q2773388) (← links)
- On a generalized optional decomposition theorem (Q2811115) (← links)
- Approximation en norme besov-orlicz de la solution d'une equation differéntielle stochastique (Q4347781) (← links)
- (Q4628624) (← links)
- A characterization of the set of local martingale measures (Q4687208) (← links)
- On representations of the set of supermartingale measures and applications in continuous time (Q5086418) (← links)
- On characterizing the set of martingale measures in discrete time (Q5255759) (← links)
- On the optional and orthogonal decompositions of supermartingales and applications (Q6170510) (← links)
- On representing claims for coherent risk measures (Q6206391) (← links)
- On backward stochastic differential equations driven by a family of It\^o's processes (Q6266984) (← links)
- On the degree of incompleteness of an incomplete financial market (Q6309917) (← links)
