EL FAROUQ - Naïma

All publications(4)
Date/Type Titre/URL/journal Domaines Notes SJR/Core Cit. GScholar
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
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
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