Idris Kharroubi
Finance · 2008–2021
A researcher in the Science corpus: 7 papers; trusts 29 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 53 citations into it; #5,447 of 10,518 by trust here, #8,309 by citations
- Economics and Econometrics — 17 citations into it
- Applied Mathematics — 15 citations into it
- Computational Theory and Mathematics — 11 citations into it
- Demography — 10 citations into it; #2,400 of 4,236 by trust here, #4,149 by citations
- Management Science and Operations Research — 10 citations into it; #9,562 of 11,946 by trust here, #9,931 by citations
- Modeling and Simulation — 10 citations into it
- Geometry and Topology — 6 citations into it
Whom Idris Kharroubi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Pierre Henry-Labordère
- Bruno Bouchard
- M. Kobylanski
- M. Crandall
- Francis A. Longstaff
- Huyen Pham
- Jianfeng Zhang
- Jin Ma
- Shige Peng
- Ying Hu
Who trusts Idris Kharroubi overall
Papers from Idris Kharroubi's perspective
Ordered by how strongly the researchers Idris Kharroubi trusts endorse each paper. Same corpus, a different order for every researcher.
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- User’s guide to viscosity solutions of second order partial differential equations
- Mean-field stochastic differential equations and associated PDEs
- Gradient Flows: In Metric Spaces and in the Space of Probability Measures
- Mean field games
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- The Master Equation and the Convergence Problem in Mean Field Games
- Backward stochastic differential equations and partial differential equations with quadratic growth
- Path regularity for solutions of backward stochastic differential equations
- The Master equation in mean field theory
Their papers
- Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension (2020) — 49 citations
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (2021) — 70 citations
- Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump (2012) — 49 citations
- Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (2012) — 70 citations
- Optimal investment under multiple defaults risk: a BSDE-decomposition approach (2011) — 62 citations
- A note on existence and uniqueness for solutions of multidimensional reflected BSDEs (2011) — 59 citations
- Backward SDEs with constrained jumps and quasi-variational inequalities (2008) — 94 citations