Safa’ Alsheyab

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math.PR2024

Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon

T. Choulli, S. Alsheyab

This paper considers the setting governed by $(F, I ¨ )$ , where $F$ is the "public" flow of information, and $I ¨ $ is a random time which might not be $F$ -ob…

math.PR2024

Optimal stopping problem under random horizon

Tahir Choulli, Safa' Alsheyab

This paper considers a pair $(F, I ¨ )$ , where $F$ is a filtration representing the "public" flow of information which is available to all agents overtime, and $I ¨ $ …