| Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence A Berkaoui, M Bossy, A Diop ESAIM: Probability and Statistics 12, 1-11, 2008 | 187 | 2008 |
| Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients A Berkaoui Portugaliae Mathematica 61 (4), 461-478, 2004 | 15 | 2004 |
| No arbitrage and closure results for trading cones with transaction costs S Jacka, A Berkaoui, J Warren Finance and Stochastics 12 (4), 583-600, 2008 | 14 | 2008 |
| On representing and hedging claims for coherent risk measures S Jacka, S Armstrong, A Berkaoui arXiv preprint arXiv:1703.03638, 2017 | 6 | 2017 |
| On a generalized optional decomposition theorem A Berkaoui Stochastics An International Journal of Probability and Stochastic Processes …, 2014 | 4 | 2014 |
| On representing claims for coherent risk measures S Jacka, A Berkaoui arXiv preprint arXiv:0708.0512, 2007 | 4 | 2007 |
| On the density of properly maximal claims in financial markets with transaction costs S Jacka, A Berkaoui The Annals of Applied Probability, 716-740, 2007 | 4 | 2007 |
| On decomposing risk in a financial-intermediate market and reserving S Jacka, A Berkaoui arXiv preprint math/0603041, 2006 | 3 | 2006 |
| Régularité Besov des trajectoires du processus intégral de Skorohod A Berkaoui, Y Ouknine Bulletin des sciences mathematiques 123 (8), 643-663, 1999 | 3 | 1999 |
| On representations of the set of supermartingale measures and applications in continuous time A Berkaoui Stochastics 91 (1), 96-113, 2019 | 2 | 2019 |
| A characterization of the set of local martingale measures A Berkaoui Stochastics and Dynamics 18 (05), 1850042, 2018 | 2 | 2018 |
| On representations of the set of supermartingale measures and applications in discrete time A Berkaoui Arabian Journal of Mathematics 6, 65-73, 2017 | 2 | 2017 |
| On characterizing the set of martingale measures in discrete time A Berkaoui Stochastics and Dynamics 15 (03), 1550017, 2015 | 2 | 2015 |
| On characterizing and generalizing the optional m-stability property for pricing set A Berkaoui Statistics & Probability Letters 83 (3), 856-862, 2013 | 2 | 2013 |
| On the optional and orthogonal decompositions of supermartingales and applications A Berkaoui Statistics & Probability Letters 199, 109850, 2023 | 1 | 2023 |
| Sur les grandes déviations en théorie de filtrage non linéaire A Berkaoui, B Djehiche, Y Ouknine Studia Mathematica 148, 5-21, 2001 | 1 | 2001 |
| Approximation en norme besov-orlicz de la solution d'une equation differéntielle stochastique A Berkaoui Stochastics: An International Journal of Probability and Stochastic …, 1997 | 1 | 1997 |
| Multi-Asset Reserving for Coherent Pricing Measures S Jacka, S Armstrong, A Berkaoui Available at SSRN 4619232, 2023 | | 2023 |
| On the optional and orthogonal decompositions of a class of semimartingales A Berkaoui Portugaliae Mathematica 79 (3), 225-240, 2022 | | 2022 |
| On the degree of incompleteness of an incomplete financial market A Berkaoui arXiv preprint arXiv:1811.07509, 2018 | | 2018 |
Mireille BossyInriaVerified email at inria.fr
