A. Makhlouf

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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
Theoretical and numerical study of the performance of `Pincus' optimisation method
International Journal of Mathematical Modelling and Numerical Optimisation
2023-06-29Paper
\(L^2\)-convergence rate for the discretization error of functions of Lévy process
Stochastics
2022-07-05Paper
K\"{a}hler-Norden structures on Hom-Lie group and Hom-Lie algebras2020-02-09Paper
Para-Kahler hom-Lie algebroids2018-09-28Paper
Error estimates for De Vylder type approximations in ruin theory2017-09-01Paper
Approximations of non-smooth integral type functionals of one dimensional diffusion processes
Stochastic Processes and their Applications
2014-08-27Paper
Estimates for the density of functionals of SDEs with irregular drift
Stochastic Processes and their Applications
2013-04-22Paper
The tracking error rate of the delta-gamma hedging strategy
Mathematical Finance
2013-02-28Paper
\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions
Stochastic Processes and their Applications
2010-07-08Paper


Research outcomes over time


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