Agnès Tourin

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
Dynamic pairs trading using the stochastic control approach Journal of Economic Dynamics and Control	2018-11-01	Paper
Optimal soaring via Hamilton-Jacobi-Bellman equations Optimal Control Applications & Methods	2015-12-21	Paper
On the credit risk of secured loans with maximum loan-to-value covenants International Journal of Theoretical and Applied Finance	2015-01-23	Paper
A direct method for computing the effective Hamiltonian in the Majda-Souganidis model of turbulent combustion	2007-10-30	Paper
NUMERICAL SOLUTIONS FOR THE CHERIDITO-SONER-TOUZI SUPER-REPLICATION MODEL UNDER GAMMA CONSTRAINTS International Journal of Theoretical and Applied Finance	2006-08-14	Paper
Splitting methods for Hamilton‐Jacobi equations Numerical Methods for Partial Differential Equations	2006-05-16	Paper
Numerical schemes for variational inequalities arising in international asset pricing Computational Economics	2003-07-02	Paper
Commutation properties of semigroups for first-order Hamilton-Jacobi equations and application to multi-time equations Indiana University Mathematics Journal	2002-08-14	Paper
scientific article; zbMATH DE number 1277999 (Why is no real title available?)	1999-09-15	Paper
Regularizing effects for a class of first-order Hamilton-Jacobi equations Nonlinear Analysis: Theory, Methods & Applications	1998-03-04	Paper
scientific article; zbMATH DE number 1069629 (Why is no real title available?)	1997-10-01	Paper
Viscosity solutions of nonlinear integro-differential equations Annales de l'Institut Henri Poincaré. Analyse Non Linéaire	1996-12-12	Paper
scientific article; zbMATH DE number 797369 (Why is no real title available?)	1995-09-17	Paper
Numerical schemes for investment models with singular transactions Computational Economics	1995-05-23	Paper
Shape-from-shading, viscosity solutions and edges Numerische Mathematik	1994-05-18	Paper
A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problems Numerische Mathematik	1993-02-08	Paper
A Viscosity Solutions Approach to Shape-From-Shading SIAM Journal on Numerical Analysis	1992-09-27	Paper

Research outcomes over time

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