IF

Imade Fakhouri

0000-0001-8930-6644

math.PRmath.OC

On Valency

published · living versions

W_8hcdwsdq·v1 · currentpublished

Minimal Reflected BSDEs and Superhedging of Irregular American Claims

with Siham Bouhadou, Youssef Ouknine

1 version

Preprints & journals

5 papers in the corpus · 2012–2021

Stochastic optimal switching and systems of variational inequalities with interconnected obstacles2112.10881v2 · Brahim El Asri, Imade Fakhouri, Nacer Ourkiya2021 · 0 citationsarXiv

\boldsymbol{\mathbb{L}^p(p\ge2)}

-solutions of generalized BSDEs with jumps and monotone generator in a general filtration1704.02132v1 · M'hamed Eddahbi, Imade Fakhouri, Youssef Ouknine2017 · 11 citationsModern Stochastics: Theory and Applications 2017, Vol. 4, No. 1, 25-63

Reflected backward stochastic differential equations with jumps in time-dependent random convex domains1501.05896v1 · Imade Fakhouri, Youssef Ouknine, Yong Ren2015 · 10 citationsarXiv

Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time1206.3433v3 · Soufiane Aazizi, Imade Fakhouri2012 · 5 citationsarXiv

Viscosity Solutions for a System of PDEs and Optimal Switching1204.1683v2 · Brahim El Asri, Imade Fakhouri2012 · 16 citationsarXivon Valency

Career total: 13 works. 5 are in this corpus.

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