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Idris Kharroubi

Identifiers

  • name variant Idris Kharroubi 0.60 · backfill

Papers (8)

  1. Regulation of renewable resource exploitation math.PR · 2019 · author #1
  2. A decomposition approach for the discrete-time approximation of FBSDEs with a jump math.PR · 2015 · author #1
  3. When terminal facelift enforces Delta constraints q-fin.PR · 2013 · author #3
  4. Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE math.PR · 2012 · author #1
  5. Discrete-time approximation of multidimensional BSDEs with oblique reflections math.PR · 2012 · author #3
  6. Time discretization and quantization methods for optimal multiple switching problem math.PR · 2011 · author #2
  7. Optimal investment under multiple defaults risk: A BSDE-decomposition approach math.PR · 2011 · author #2
  8. Backward SDEs with constrained jumps and quasi-variational inequalities math.PR · 2008 · author #1

Mentions

  • 1307.6020 #3 · backfill · confidence 0.70 Idris Kharroubi
  • 1212.2000 #1 · backfill · confidence 0.70 Idris Kharroubi
  • 1210.1407 #3 · backfill · confidence 0.70 Idris Kharroubi
  • 1109.5256 #2 · backfill · confidence 0.70 Idris Kharroubi
  • 1102.5678 #2 · backfill · confidence 0.70 Idris Kharroubi
  • 0805.4676 #1 · backfill · confidence 0.70 Idris Kharroubi

Frequent Coauthors