Eddahbi, M'hamed : rechercher sur Z-Library

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1

Real world pricing and affine representation for forward contracts

M'hamed Eddahbi, Yassine El Qalli

Journal:

Wilmott Journal

Année:

2010

Langue:

english

Fichier:

PDF, 221 KB

english, 2010

2

COMPUTATION OF GREEKS FOR JUMP-DIFFUSION MODELS

EDDAHBI, M'HAMED, CHERIF, SIDI MOHAMED LALAOUI BEN, NASROALLAH, ABDELAZIZ

Journal:

International Journal of Theoretical and Applied Finance

Année:

2015

Langue:

english

Fichier:

PDF, 533 KB

english, 2015

3

[Springer Proceedings in Mathematics & Statistics] Statistical Methods and Applications in Insurance and Finance Volume 158 ||

Eddahbi, M'hamed, Essaky, El Hassan, Vives, Josep

Année:

2016

Langue:

english

Fichier:

PDF, 3.50 MB

english, 2016

4

Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes

Eberlein, Ernst, Eddahbi, M’hamed, Lalaoui Ben Cherif, S. M.

Journal:

Applied Mathematical Finance

Année:

2016

Langue:

english

Fichier:

PDF, 1.79 MB

english, 2016

5

[Springer Proceedings in Mathematics & Statistics] Statistical Methods and Applications in Insurance and Finance Volume 158 || Decomposition of the Pricing Formula for Stochastic Volatility Models Based on Malliavin-Skorohod Type Calculus

Eddahbi, M'hamed, Essaky, El Hassan, Vives, Josep

Année:

2016

Langue:

english

Fichier:

PDF, 202 KB

english, 2016

6

Stability and genericity for spde's driven by spatially correlated noise

Bahlali, Khaled, Eddahbi, M'hamed

Journal:

Journal of Mathematics of Kyoto University

Année:

2008

Langue:

english

Fichier:

PDF, 246 KB

english, 2008

7

Chaotic expansion and smoothness of some functionals of the fractional Brownian motion

Eddahbi, M’hamed, Vives, Josep

Journal:

Journal of Mathematics of Kyoto University

Année:

2003

Langue:

english

Fichier:

PDF, 207 KB

english, 2003

8

Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results

Bahlali, Khaled, Eddahbi, M’hamed, Ouknine, Youssef

Journal:

The Annals of Probability

Année:

2017

Langue:

english

Fichier:

PDF, 210 KB

english, 2017

9

Large deviations for a stochastic Volterra-type equation in the Besov–Orlicz space

Boualem Djehiche, M'hamed Eddahbi

Journal:

Stochastic Processes and their Applications

Année:

1999

Langue:

english

Fichier:

PDF, 240 KB

english, 1999

10

Solvability of some quadratic BSDEs without exponential moments

Bahlali, Khaled, Eddahbi, Mʼhamed, Ouknine, Youssef

Journal:

Comptes Rendus Mathematique

Année:

2013

Fichier:

PDF, 156 KB

2013

11

Hedging options in market models modulated by the fractional Brownian motion

Djehiche, Boualem, Eddahbi, M'hamed

Journal:

Stochastic Analysis and Applications

Année:

2001

Langue:

english

Fichier:

PDF, 207 KB

english, 2001

12

Corrigendum to “Solvability of some quadratic BSDEs without exponential moments” [C. R. Acad. Sci. Paris, Ser. I 351 (5–6) (2013) 229–233]

Bahlali, Khaled, Eddahbi, Mʼhamed, Ouknine, Youssef

Journal:

Comptes Rendus Mathematique

Année:

2013

Langue:

english

Fichier:

PDF, 141 KB

english, 2013

13

Grandes deviations des diffusions sur les espaces de besov-orlicz et application

Eddahbi, M'hamed, N'zi, Modeste, Ouknine, Youssff

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Année:

1999

Langue:

english

Fichier:

PDF, 552 KB

english, 1999

14

[Springer Proceedings in Mathematics & Statistics] Statistical Methods and Applications in Insurance and Finance Volume 158 || BSDE Approach for Dynkin Game and American Game Option

Eddahbi, M'hamed, Essaky, El Hassan, Vives, Josep

Année:

2016

Langue:

english

Fichier:

PDF, 180 KB

english, 2016

15

[Springer Proceedings in Mathematics & Statistics] Statistical Methods and Applications in Insurance and Finance Volume 158 || Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps

Eddahbi, M'hamed, Essaky, El Hassan, Vives, Josep

Année:

2016

Langue:

english

Fichier:

PDF, 234 KB

english, 2016

16

[Springer Proceedings in Mathematics & Statistics] Statistical Methods and Applications in Insurance and Finance Volume 158 || Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview

Eddahbi, M'hamed, Essaky, El Hassan, Vives, Josep

Année:

2016

Langue:

english

Fichier:

PDF, 980 KB

english, 2016

17

[Springer Proceedings in Mathematics & Statistics] Statistical Methods and Applications in Insurance and Finance Volume 158 || Erratum to: Statistical Methods and Applications in Insurance and Finance

Eddahbi, M'hamed, Essaky, El Hassan, Vives, Josep

Année:

2016

Langue:

english

Fichier:

PDF, 50 KB

english, 2016

18

Large deviation estimates and functional law for diffusions in modulus spaces

EDDAHBI, M’hamed

Journal:

Random Operators and Stochastic Equations

Année:

2000

Langue:

english

Fichier:

PDF, 1.78 MB

english, 2000

19

Characterization of submartingales of a new class

Akdim, Khadija, Eddahbi, M’hamed, Haddadi, Mouna

Journal:

Stochastic Analysis and Applications

Année:

2018

Langue:

english

Fichier:

PDF, 614 KB

english, 2018

20

Mean-field optimal multi-modes switching problem: A balance sheet

Eddahbi, M’hamed, Fakhouri, Imade, Ouknine, Youssef

Journal:

Stochastics and Dynamics

Année:

2018

Langue:

english

Fichier:

PDF, 273 KB

english, 2018

21

A balance sheet optimal multi-modes switching problem

Eddahbi, M’hamed, Fakhouri, Imade, Ouknine, Youssef

Journal:

Afrika Matematika

Année:

2019

Fichier:

PDF, 390 KB

2019

22

Reflected BSDEs with jumps in timeâdependent convex cÃ dlÃ g domains

Eddahbi, Mâhamed, Fakhouri, Imade, Ouknine, Youssef

Journal:

Stochastic Processes and their Applications

Année:

2020

Fichier:

PDF, 826 KB

2020