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 |
|---|---|---|
| Vector-valued coherent risk measure processes International Journal of Theoretical and Applied Finance | 2014-06-19 | Paper |
| Merton Problem with Taxes: Characterization, Computation, and Approximation SIAM Journal on Financial Mathematics | 2010-06-01 | Paper |
| The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes SIAM Journal on Control and Optimization | 2008-09-23 | Paper |
| Barrier Option Hedging under Constraints: A Viscosity Approach SIAM Journal on Control and Optimization | 2007-09-24 | Paper |
| Explicit characterization of the super-replication strategy in financial markets with partial transaction costs Stochastic Processes and their Applications | 2007-05-03 | Paper |
Research outcomes over time
This page was built for person: Imen Bentahar
