BSDE Approach for Dynkin Game and American Game Option

Program
Fulbright Visiting Scholar Program
Program Country
Grant Activity Type
Research
Discipline
Specialization
Probability (Mathematical)
Academic Year
Dates
-
Flex
No
Scholar type
Non-U.S. (Visiting) Scholar
Project Title
BSDE Approach for Dynkin Game and American Game Option

Scholar Information

Grantee
El Hassan Es Saky
Title
Associate Professor
Host Institutions
Institution
Faculty
David Nualart
Host Department
Department of Mathematics