Amina Zeghal
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Person:853651
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 |
|---|---|---|
| Optimal selection portfolio problem: a semi-linear PDE approach Stochastics | 2012-11-09 | Paper |
| Portfolio Optimization with Stochastic Volatilities: A Backward Approach Stochastic Analysis and Applications | 2011-10-21 | Paper |
| OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS IN LÉVY MODELS International Journal of Theoretical and Applied Finance | 2008-05-14 | Paper |
| Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options Computational Economics | 2006-11-17 | Paper |
| Dual formulation of the utility maximization problem: the case of nonsmooth utility. The Annals of Applied Probability | 2004-09-15 | Paper |
Research outcomes over time
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