A. Berkaoui

Euler scheme for solutions of stochastic differential equations with non-Lipschitz coefficients.

A. Berkaoui, A. Berkaoui, 2004 .

On representing and hedging claims for coherent risk measures

S. Jacka, A. Berkaoui, S. Armstrong, 2017, 1703.03638.

A characterization of the set of local martingale measures

A. Berkaoui, 2017, Stochastics and Dynamics.

Multi-currency reserving for coherent risk measures

S. Jacka, A. Berkaoui, S. Armstrong, 2017, 1712.01319.

On the density of properly maximal claims in financial markets with transaction costs

S. Jacka, A. Berkaoui, 2006, math/0602592.

Euler scheme for SDEs with non-Lipschitz diffusion coefficient: strong convergence

Mireille Bossy, Abdel Berkaoui, Awa Diop, 2006 .