Idris Kharroubi (CREST

Identifiers

• name variant Idris Kharroubi (CREST 0.60 · backfill

Papers (6)

1. Information uncertainty related to marked random times and optimal investment q-fin.PR · 2016 · author #2
2. Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps math.PR · 2013 · author #1
3. A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization math.PR · 2013 · author #1
4. A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case math.AP · 2011 · author #1
5. Probabilistic Representation and Approximation for Coupled Systems of Variational Inequalities math.PR · 2009 · author #3
6. Adding constraints to BSDEs with Jumps: an alternative to multidimensional reflections math.PR · 2009 · author #3

Mentions

• 1311.4505 #1 · backfill · confidence 0.70 Idris Kharroubi (CREST
• 1311.4503 #1 · backfill · confidence 0.70 Idris Kharroubi (CREST
• 1103.3029 #1 · backfill · confidence 0.70 Idris Kharroubi (CREST
• 0909.0998 #3 · backfill · confidence 0.70 Idris Kharroubi (CREST
• 0903.3372 #3 · backfill · confidence 0.70 Idris Kharroubi (CREST

Frequent Coauthors

• CEREMADE) 6 shared papers
• Huy\^en Pham (CREST 2 shared papers
• LPMA) 2 shared papers
• Nicolas Langren\'e (LPMA) 2 shared papers
• Romuald Elie (CREST 2 shared papers
• Thomas Lim (ENSIIE) 1 shared papers
• Ying Jiao (SAF) 1 shared papers