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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

August 2014 - February 2015

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

Institution

Polydisciplinary Faculty, Cadi Ayyad University

Host Institutions

Institution

University of Kansas

Faculty

David Nualart

Host Department

Department of Mathematics