Ismail Laachir

Publication Activity (10 Years)

Years Active: 2016-2017
Publications (10 Years): 2

Top Topics

Description Logics

Belief Propagation

Top Venues

Finance Stochastics

SIAM J. Financial Math.

Publications

Luciano Campi, Ismail Laachir, Claude Martini
Change of numeraire in the two-marginals martingale transport problem. Finance Stochastics 21 (2) (2017)
Ismail Laachir, Francesco Russo
BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk. SIAM J. Financial Math. 7 (1) (2016)