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Khelfallah, Nabil
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Online (32)
Mediatypes
Articles (Online) (14)
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1
One-Dimensional BSDEs with Jumps and Logarithmic Growth:
Bouhadjar, El Mountasar Billah
;
Khelfallah, Nabil
;
Eddahbi, Mhamed
Axioms. 13 (2024) 6 - p. 354 , 2024
Link:
https://doi.org/10.3390/..
?
2
Malliavin Regularity of Non-Markovian Quadratic BSDEs and T..:
Doubbakh, Salima
;
Khelfallah, Nabil
;
Eddahbi, Mhamed
.
Axioms. 12 (2023) 4 - p. 366 , 2023
Link:
https://doi.org/10.3390/..
?
3
Optimal Control Strategies for the Premium Policy of an Ins..:
Guerdouh, Dalila
;
Khelfallah, Nabil
;
Vives, Josep
Journal of Risk and Financial Management. 15 (2022) 3 - p. 143 , 2022
Link:
https://doi.org/10.3390/..
?
4
Multidimensional Markovian BSDEs with Jumps and Continuous ..:
Eddahbi, Mhamed
;
Almualim, Anwar
;
Khelfallah, Nabil
.
Axioms. 12 (2022) 1 - p. 26 , 2022
Link:
https://doi.org/10.3390/..
?
5
Backward Stochastic Differential Equations Driven by a Jump..:
Abdelhadi, Khaoula
;
Eddahbi, Mhamed
;
Khelfallah, Nabil
.
Fractal and Fractional. 6 (2022) 6 - p. 331 , 2022
Link:
https://doi.org/10.3390/..
?
6
Quadratic BSDEs with jumps and related PIDEs:
Madoui, Imène
;
Eddahbi, Mhamed
;
Khelfallah, Nabil
Stochastics. 94 (2021) 3 - p. 386-414 , 2021
Link:
https://doi.org/10.1080/..
?
7
The Maximum Principle for Optimal Control of BSDEs with Loc..:
Azizi, Hanine
;
Khelfallah, Nabil
Journal of Dynamical and Control Systems. 28 (2021) 3 - p. 565-584 , 2021
Link:
https://doi.org/10.1007/..
?
8
Time-Consistent Investment and Consumption Strategies under..:
Alia, Ishak
;
Chighoub, Farid
;
Khelfallah, Nabil
.
Journal of Risk and Financial Management. 14 (2021) 2 - p. 86 , 2021
Link:
https://doi.org/10.3390/..
?
9
On the well‐posedness of coupled forward–backward stochasti..:
Guerdouh, Dalila
;
Khelfallah, Nabil
;
Mezerdi, Brahim
Mathematical Methods in the Applied Sciences. 43 (2020) 17 - p. 10296-10318 , 2020
Link:
https://doi.org/10.1002/..
?
10
One dimensional BSDEs with logarithmic growth application t..:
Bahlali, Khaled
;
Kebiri, Omar
;
Khelfallah, Nabil
.
Stochastics. 89 (2017) 6-7 - p. 1061-1081 , 2017
Link:
https://doi.org/10.1080/..
?
11
Forward–Backward SDEs Driven by Lévy Process in Stopping Ti..:
Guerdouh, Dalila
;
Khelfallah, Nabil
Communications in Mathematics and Statistics. 5 (2017) 2 - p. 141-157 , 2017
Link:
https://doi.org/10.1007/..
?
12
Near-optimality conditions in stochastic control of linear ..:
Khelfallah, Nabil
;
Mezerdi, Brahim
Afrika Matematika. 27 (2015) 3-4 - p. 327-343 , 2015
Link:
https://doi.org/10.1007/..
?
13
Optimality conditions for partial information stochastic co..:
Bahlali, Khaled
;
Khelfallah, Nabil
;
Mezerdi, Brahim
Systems & Control Letters. 61 (2012) 11 - p. 1079-1084 , 2012
Link:
https://doi.org/10.1016/..
?
14
Necessary and sufficient conditions for near-optimality in ..:
Bahlali, Khaled
;
Khelfallah, Nabil
;
Mezerdi, Brahim
Systems & Control Letters. 58 (2009) 12 - p. 857-864 , 2009
Link:
https://doi.org/10.1016/..
?
15
Optimal control strategies for the premium policy of an ins..:
Guerdouh, Dalila
;
Khelfallah, Nabil
;
Vives i Santa Eulàlia, Josep, 1963-
Reproducció del document publicat a: https://doi.org/10.3390/jrfm15030143. , 2022
Link:
http://hdl.handle.net/24..
1-15