Boualem Djehiche

Statistics

Publications

Citations

2.3K

H-Index

Active since

1993

Affiliations

KTH Royal Institute of Technology(Current)

Le Mans Université

Laboratoire de Mathématiques d'Orsay

New York University Abu Dhabi

University of Biskra

Boualem Djehiche is an author at KTH Royal Institute of Technology specializing in stochastic processes, mathematics, and stochastic differential equations.

ORCID

Publications per year

1993–2023

Publications

On modelling and pricing weather derivatives

Peter Alaton, Boualem Djehiche, David Stillberger · Applied Mathematical Finance · 2002 · 391 citations

Business, Economics, Finance +17

A Maximum Principle for SDEs of Mean-Field Type

Daniel Andersson, Boualem Djehiche · Applied Mathematics & Optimization · 2010 · 335 citations

Engineering, Mathematics, Probability Theory +9

Mean-field backward stochastic differential equations: A limit approach

Rainer Buckdahn, Boualem Djehiche, Juan Li et al. · The Annals of Probability · 2009 · 316 citations · Full text

Engineering, Economics, Mathematics +14

A General Stochastic Maximum Principle for SDEs of Mean-field Type

Rainer Buckdahn, Boualem Djehiche, Juan Li · Applied Mathematics & Optimization · 2011 · 281 citations

Engineering, Mathematics, Probability Theory +13

A Finite Horizon Optimal Multiple Switching Problem

Boualem Djehiche, Saïd Hamadène, Alexandre Popier · SIAM Journal on Control and Optimization · 2009 · 124 citations

Natural Sciences, Mathematics, Optimization +16

1–5 of 39