Wahid Faidi

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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!

PublicationDate of PublicationType
BDG inequality for G-martingale2023-01-30Paper
Expected utility maximization problem under state constraints and model uncertainty
Journal of Optimization Theory and Applications
2019-12-11Paper
Optimal stochastic control problem under model uncertainty with nonentropy penalty
International Journal of Theoretical and Applied Finance
2017-05-16Paper
Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach
SIAM Journal on Financial Mathematics
2012-04-19Paper


Research outcomes over time


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