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Ismail Laachir

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2017
[j2]
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  - journals/fs/CampiLM17
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Luciano Campi, Ismail Laachir, Claude Martini:
Change of numeraire in the two-marginals martingale transport problem. Finance and Stochastics 21(2): 471-486 (2017)
2016
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Ismail Laachir, Francesco Russo:
BSDEs, Càdlàg Martingale Problems, and Orthogonalization under Basis Risk. SIAM J. Financial Math. 7(1): 308-356 (2016)

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