17 citations · 29 across the 5 of their papers we have counts for
4 papers · 1 filter
Minimal Reflected BSDEs and Superhedging of Irregular American Claims
Siham Bouhadou, Imade Fakhouri, Youssef Ouknine
We study the superhedging of American claims with an irregular optional payoff process over the full set of equivalent local martingale measures of a locally b…
-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
M'hamed Eddahbi, Imade Fakhouri, Youssef Ouknine
In this paper, we study multidimensional generalized BSDEs that have a monotone generator in a general filtration supporting a Brownian motion and an independent Poisson random mea…
Reflected backward stochastic differential equations with jumps in time-dependent random convex domains
Imade Fakhouri, Youssef Ouknine, Yong Ren
In this paper, we study a class of multi-dimensional reflected backward stochastic differential equations when the noise is driven by a Brownian motion and an independent Poisson p…
Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time
Soufiane Aazizi, Imade Fakhouri
In this paper, we study the solvability of a class of multi-dimensional forward backward stochastic differential equations (FBSDEs) with oblique reflection and unbounded stopping t…