EL FAROUQ - Naïma
Toutes les 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 |
Informatique/Automatique | ||
| 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 du vivant | ||
| 2010
ART |
Naïma El Farouq, Guy Barles, Pierre Bernhard
Deterministic minimax impulse control Applied Mathematics and Optimization - 2010 |
Sciences du vivant | ||
| 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 du vivant |