OpenAlex
Stochastic quadratic BSDE with two RCLL obstacles
Work
Year: 2015
Type: article
Source: Stochastic Processes and their Applications
Authors El Hassan Essaky, M. Hassani, Youssef Ouknine
Institution Cadi Ayyad University
Cites: 13
Cited by: 3
Related to: 10
FWCI:
Citation percentile (by year/subfield): 64.94
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: bronze
Funder Académie Hassan II des Sciences et Techniques
Grant ID MA/10/224