Said Hamadène

Finance · 2000–2010

A researcher in the Science corpus: 8 papers; trusts 7 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #1,656 of 10,518 by trust here, #2,660 by citations
• Economics and Econometrics — 6 citations into it; #11,553 of 23,481 by trust here, #21,405 by citations

Whom Said Hamadène trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shige Peng
2. Ying Hu
3. M. Kobylanski
4. Mingyu Xu
5. P. Briand
6. René A. Carmona

Who trusts Said Hamadène overall

1. Shige Peng
2. E. Essaky
3. Tomasz Klimsiak
4. Ibrahim Ekren
5. Jean-François Chassagneux
6. Jianfeng Zhang
7. St'ephane Cr'epey
8. Mingyu Xu
9. Nizar Touzi
10. X. Mao

Papers from Said Hamadène's perspective

Ordered by how strongly the researchers Said Hamadène trusts endorse each paper. Same corpus, a different order for every researcher.

1. BSDEs with polynomial growth generators
2. Reflected BSDEs and mixed game problem
3. Risk-sensitive portfolio optimization on infinite time horizon
4. User’s guide to viscosity solutions of second order partial differential equations
5. The smallest g-supermartingale and reflected BSDE with single and double L2 obstacles
6. A model for investment decisions with switching costs
7. On the comparison theorem for multidimensional BSDEs
8. Multi-dimensional BSDE with oblique reflection and optimal switching
9. G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
10. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

Their papers

• Switching problem and related system of reflected backward SDEs (2010) — 137 citations
• BSDEs with two reflecting barriers : the general result (2005) — 108 citations
• The Finite Horizon Optimal Multi-Modes Switching Problem: The Viscosity Solution Approach (2008) — 74 citations
• BSDEs with two reflecting barriers driven by a Brownian motion and Poisson noise and related Dynkin game (2006) — 48 citations
• BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations (2003) — 200 citations
• Multidimensional backward stochastic differential equations with uniformly continuous coefficients (2003) — 54 citations
• Reflected BSDE's with discontinuous barrier and application (2002) — 158 citations
• Reflected BSDEs and mixed game problem (2000) — 160 citations