The following pages link to Mohammed Mnif (Q1888752):
Displayed 26 items.
- Item:Q1888752 (redirect page) (← links)
- Numerical approximation for a portfolio optimization problem under liquidity risk and costs (Q315777) (← links)
- Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
- Robust utility maximization under convex portfolio constraints (Q2348619) (← links)
- Optimal market dealing under constraints (Q2401520) (← links)
- A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
- Portfolio optimization with stochastic volatilities and constraints: an application in high dimension (Q2471704) (← links)
- (Q2787545) (← links)
- Numerical methods for an optimal multiple stopping problem (Q2816573) (← links)
- OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← links)
- Portfolio Optimization with Stochastic Volatilities: A Backward Approach (Q3094218) (← links)
- A General Optimal Multiple Stopping Problem with an Application to Swing Options (Q3448337) (← links)
- Optimal contract with moral hazard for Public Private Partnerships (Q4584683) (← links)
- Optimal selection portfolio problem: a semi-linear PDE approach (Q4648583) (← links)
- A policy iteration algorithm for nonzero-sum stochastic impulse games (Q4967861) (← links)
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition (Q4973525) (← links)
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS IN LÉVY MODELS (Q5386316) (← links)
- Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach (Q5388694) (← links)
- Optimal risk control and dividend policies under excess of loss reinsurance (Q5711152) (← links)
- OPTIMAL RISK CONTROL UNDER MARKED POINT PROCESSES SHOCKS: A DYNAMIC PROGRAMMING DUALITY APPROACH (Q5746924) (← links)
- Public private partnerships contract under moral hazard and ambiguous information (Q6051214) (← links)
- Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions (Q6103308) (← links)
- Optimal stopping contract for public private partnerships under moral hazard (Q6105371) (← links)
- Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets (Q6151940) (← links)