The 8th Edition of the International Conference on Research in Applied Mathematics and Computer Science>
On reflected BSDES with jumps and default time
Badr Elmansouri  1, @  , Mohamed El Otmani  2, @  
1 : Université Cadi Ayyad [Marrakech]
2 : Université Ibn Zohr = Ibn Zohr University [Agadir]
Subject : : Abstract
Topics : Applied Mathematics to Economics and Finance
Keywords : BSDEs with default time ; Random measure ; American option ; Optimal control
PDF version :  PDF version
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