Asma Meziou
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance The Annals of Probability | 2008-04-16 | Paper |
| Numerical methods for the pricing of swing options: a stochastic control approach Methodology and Computing in Applied Probability | 2007-01-29 | Paper |
| CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE Mathematical Finance | 2006-06-12 | Paper |
Research outcomes over time
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