6 citations · 11 across the 8 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
math.PR2018★ 1 cited
Optimal Stopping in General Predictable Framework
Siham Bouhadou, Youssef Ouknine
In this paper, we study the optimal stopping problem in the case where the reward is given by a family $(ϕ(τ),\;\;τ\in \stopo)$ of non negative random variables indexed by predicta…
math.PR2018★ 3 cited
Non linear optimal stopping problem and Reflected BSDEs in the predictable setting
S. Bouhadou, Y. Ouknine
In the first part of this paper, we study RBSDEs in the case where the filtration is not quasi-left continuous and the lower obstacle is given by a predictable process. We prove th…