SB
Siham Bouhadou
math.PR
On Valency
published · living versionsW_8hcdwsdq·v1 · currentpublished
Minimal Reflected BSDEs and Superhedging of Irregular American Claims
with Imade Fakhouri, Youssef Ouknine
1 version
Preprints & journals
8 papers in the corpus · 2011–2023Optimal Stopping Under Model Uncertainty in a General Setting2303.16847v2 · Ihsan Arharas, Siham Bouhadou, Astrid Hilbert et al.2023 · 0 citationsarXiv
Reflected backward stochastic differential equations with optional barriers: monotone approximation2107.00707v1 · Siham Bouhadou, Astrid Hilbert, Youssef Ouknine2021 · 0 citationsarXiv
Doubly Reflected BSDEs in the predictable setting1908.08076v2 · Ihsan Arharas, Siham Bouhadou, Youssef Ouknine2019 · 0 citationsarXiv
Optimal Stopping in General Predictable Framework1812.01759v1 · Siham Bouhadou, Youssef Ouknine2018 · 1 citationarXiv
Non linear optimal stopping problem and Reflected BSDEs in the predictable setting1811.00695v2 · S. Bouhadou, Y. Ouknine2018 · 3 citationsarXiv
On the time inhomogeneous skew Brownian motion1204.0718v2 · S. Bouhadou, Y. Ouknine2012 · 22 citationsarXiv
On semimartingale local time inequalities and applications in SDE's1108.4003v2 · M. Benabdallah, S. Bouhadou, Y. Ouknine2011 · 0 citationsarXiv
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps1108.4016v1 · M. Benabdallah, S. Bouhadou, Y. Ouknine2011 · 10 citationsarXiv
Career total: 15 works. 8 are in this corpus.
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