검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
DEGENERATE FIRST-ORDER QUASI-VARIATIONAL INEQUALITIES: AN APPROACH TO APPROXIMATE THE VALUE FUNCTION El Farouq N SIAM Journal on Control and Optimization, 55(4), 2714, 2017 |
| 2 |
Proportional Transaction Costs in the Robust Control Approach to Option Pricing: The Uniqueness Theorem El Farouq N, Bernhard P Applied Mathematics and Optimization, 72(2), 187, 2015 |
| 3 |
Deterministic Minimax Impulse Control El Farouq N, Barles G, Bernhard P Applied Mathematics and Optimization, 61(3), 353, 2010 |
| 4 |
Robust control approach to option pricing: A representation theorem and fast algorithm Bernhard P, El Farouq N, Thiery S SIAM Journal on Control and Optimization, 46(6), 2280, 2007 |