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
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
Maths
2010
ART
Naïma El Farouq, Guy Barles, Pierre Bernhard
Deterministic minimax impulse control
Applied Mathematics and Optimization - 2010
Maths
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
Maths