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Dr.Anwar Hassan Almualem

Assistant Professor

عضو هيئة تدريس

كلية العلوم
كلية العلوم مبنى 5 رقم المكتب: 5T37
publication
Journal Article

Malliavin Regularity of Non-Markovian Quadratic BSDEs and Their Numerical Schemes, Axioms 2023 (12) 366*

more of publication
publications

This paper tackles a stochastic control problem involving a backward stochastic
differential equation (BSDE) with a local Lipschitz coefficient and logarithmic growth.
We derive the…

by El Mountasar Billah Bouhadjar1 , Anwar Almualim2* , Nabil Khelfallah3 and Mhamed Eddahbi2
2025
publications

is paper examines investor behavior using probability functions  and establishes a consistent mean-variance model based on  compound independent axioms with unique certainty equivalency .

by Anwar Almualim
publications

In this paper, we are interested in providing an analytic solution for cooperative investment risk. We reformulate cooperative investment risk by writing dual representations for each risk…

by Anwar Almualim
2024