The following pages link to Mohamed Mrad (Q1756889):
Displaying 13 items.
- Convergence rate of strong approximations of compound random maps, application to SPDEs (Q1756890) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE (Q2873147) (← links)
- Strong approximation of stochastic processes at random times and application to their exact simulation (Q4584675) (← links)
- Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium (Q4987714) (← links)
- MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND <i>A PRIORI</i> RANDOMNESS (Q4990917) (← links)
- Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
- DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE (Q5066295) (← links)
- Consistent utility of investment and consumption: a forward/backward SPDE viewpoint (Q5086452) (← links)
- Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows (Q6502892) (← links)
- Time-consistent pension policy with minimum guarantee and sustainability constraint (Q6506194) (← links)
- Bi-revealed utilities in a defaultable universe: a new point of view on consumption (Q6543810) (← links)
- Time-consistent pension policy with minimum guarantee and sustainability constraint (Q6543811) (← links)
