The following pages link to Asma Meziou (Q861549):
Displaying 3 items.
- Numerical methods for the pricing of swing options: a stochastic control approach (Q861551) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE (Q5472779) (← links)
