Reflected backward stochastic differential equations under stopping with an arbitrary random time
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- Tahir Choulli & Catherine Daveloose & Michèle Vanmaele, 2020. "A martingale representation theorem and valuation of defaultable securities," Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1527-1564, October.
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- Tahir Choulli & Safa’ Alsheyab, 2024. "The Optimal Stopping Problem under a Random Horizon," Mathematics, MDPI, vol. 12(9), pages 1-15, April.
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