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Choukroun, Sébastien

  1. Reflected BSDEs with nonpositive jumps, and controller-and-stopper games
    2013/08/26 by Sébastien Choukroun, Andrea Cosso, Choukroun, Sébastien +3 · 2 citations
    Economics, Econometrics and Finance · Decision Sciences · Engineering · #Stochastic processes and financial applications #Risk and Portfolio Optimization #Stability and Control of Uncertain Systems