Mohamed Mrad

Available identifiers

zbMath Open mrad.mohamedMaRDI QIDQ1756889

List of research outcomes

Publication	Date of Publication	Type
Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling	2022-09-30	Paper
Consistent utility of investment and consumption: a forward/backward SPDE viewpoint	2022-07-05	Paper
Ramsey rule with forward/backward utility for long-term yield curves modeling	2022-06-17	Paper
DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE	2022-03-29	Paper
MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND A PRIORI RANDOMNESS	2021-06-01	Paper
Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium	2021-05-04	Paper
Convergence rate of strong approximations of compound random maps, application to SPDEs	2018-12-27	Paper
Strong approximation of stochastic processes at random times and application to their exact simulation	2018-09-04	Paper
An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE	2014-01-23	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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