EL FAROUQ - Naïma

None ISIMA
naima.elfarouq@uca.fr
04 73 40 52 20
Researcher teacher
https://fc.isima.fr/~naelfaro
MAAD research Department : Models and Algorithms to support Decision making
Thème(s) : Team Metamodeling, Continuous Optimization and Applications (MOCA)
Last publications in LIMOS
All the publications of Naïma EL FAROUQ at LIMOS
Last publications in LIMOS
Last publications in LIMOS
2015
ART |
Naïma El Farouq, Pierre Bernhard
Proportional Transaction Costs in the Robust Control Approach to Option Pricing: The Uniqueness Theorem Applied Mathematics and Optimization - 2015 |
Maths |
2010
COMM |
Pierre Bernhard, Naïma El Farouq
A Robust Control Approach to Option Pricing: the Uniqueness Theorem EPSRC Symposium Workshop on game theory for finance, social and biological sciences - 2010 |
Sciences de l'ingenieur |
2010
ART |
Naïma El Farouq, Guy Barles, Pierre Bernhard
Deterministic minimax impulse control Applied Mathematics and Optimization - 2010 |
Sciences de l'ingenieur |
2010
COMM |
Naïma El Farouq, Pierre Bernhard
Option pricing with zero lower bound of impulse cost 14th International Symposium on Dynamic Games and Applications, Banff, Canada - 2010 |
Sciences de l'ingenieur |