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Wissal Sabbagh
Publication Activity (10 Years)
Years Active: 2016-2020
Publications (10 Years): 2
Top Topics
Fractional Brownian Motion
Stochastic Differential Equations
Long Range
Denoising
Top Venues
Monte Carlo Methods Appl.
SIAM J. Financial Math.
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Publications
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Stéphane Crépey
,
Wissal Sabbagh
,
Shiqi Song
When Capital Is a Funding Source: The Anticipated Backward Stochastic Differential Equations of X-Value Adjustments.
SIAM J. Financial Math.
11 (1) (2020)
Anis Matoussi
,
Wissal Sabbagh
Numerical computation for backward doubly SDEs with random terminal time.
Monte Carlo Methods Appl.
22 (3) (2016)