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Le Mans. Une conférence autour de la gestion des risques ce ...
www.ouest-france.fr
— Anis Matoussi, directeur de l'Institut du risque et de l'assurance (IRA) de Le Mans université, revient dans cet entretient sur la ... › le-ma...
Emerging or Atypical Risks in Insurance - Institut Louis Bachelier
www.institutlouisbachelier.org
Anis Matoussi. Anis Matoussi See CV. Nizar Touzi. Nizar Touzi See CV. Partenaires académiques. Le Mans Université. Ecole Polytechnique ... › ...
Events & Calendar
www.mims-institut.org
Mohamed Mnif - Anis Matoussi - Sadok Kallel. Scientific Commitee: Mohamed Mnif - Anis Matoussi. Sponsors: MIMS. Organizing Commitee: › det...
One moment, please...
www.mims-institut.org
Anis Matoussi, Mohamed Mnif, Habib Ouerdiane, Nizar Touzi. Sponsors: MIMS, LeMans, Ecole Polytechnique Palaiseau, Universite de Tunis El Manar.
Netzwerk-Profile
LinkedIn: ANIS MATOUSSI - Professeur des universités - Université du Maine ...
Découvrez le profil de ANIS MATOUSSI sur LinkedIn, la plus grande communauté professionnelle au monde. ANIS indique 2 postes sur son profil. Consultez le ...
Business-Profile
Matoussi, Anis ( ) - IdRef
www.idref.fr
— Equations différentielles stochastiques rétrogrades réfléchies à coefficients continus, solutions faibles d'EDPS et d'EDDSR / Anis Matoussi ... › ...
Bücher
The obstacle problem for quasilinear stochastic PDE's. - Dialnet
dialnet.unirioja.es
von A Matoussi · · Zitiert von: 30 — Autores: Anis Matoussi, Lucretiu Stoica · Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN , ... › articulo
Indifference Pricing: Theory and Applications | IndieBound.org
www.indiebound.org
... Said Hamadene, Vicky Henderson, David Hobson, Aytac Ilhan, Monique Jeanblanc, Mattias Jonsson, Anis Matoussi, Marek Musiela, Ronnie ...
Indifference Pricing: Theory and Applications
books.google.com.om
... Anis Matoussi Laboratoire de Statistique et Processus Université du Maine Le Mans Cédex 9, France (e-mail: Anis.Matoussi ...
Indifference Pricing: Theory and Applications - Google Books
books.google.de
This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a...
Dokumente zum Namen
Mean-Field Backward-Forward SDE with Jumps and Storage ...
arxiv.org
von A Matoussi · · Zitiert von: 5 — Submission history. From: Anis Matoussi [view email] [via CCSD proxy] [v1] Thu, 20 Jun :46:31 UTC ( ... von A Matoussi · · Zitiert von: 7 — From: Anis Matoussi [view email] [v1] Sun, 7 Sep :39:19 UTC (60 KB) [v2] Thu, 13 Nov :56:33 UTC (68 KB) › math
Convex Duality for Epstein–Zin Stochastic Differential Utility
papers.ssrn.com
von A Matoussi · · Zitiert von: 13 — Anis Matoussi · Hao Xing · Do you have a job opening that you would like to promote on SSRN? · Paper statistics · Related eJournals. › papers
Matoussi, Anis ( ). [WorldCat Identities]
worldcat.org
Equations différentielles stochastiques rétrogrades réfléchies à coefficients continus, solutions faibles d'EDPS et d'EDDSR by Anis Matoussi( Book ) 3 editions ...
Wissenschaftliche Veröffentlichungen
Indifference Pricing: Theory and Applications on JSTOR
www.jstor.org
This is the first book about the emerging field of utility indifference pricing for valuing derivatives in incomplete markets. René Carmona brings together a...
Veröffentlichungen allgemein
Large Deviation Principles of Obstacle Problems for Springer
link.springer.com
von A Matoussi · · Zitiert von: 20 — Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs. Anis Matoussi,; Wissal Sabbagh &; Tusheng Zhang ... › article
Stochastic PDEs Driven by Nonlinear Noise and Backward Doubly SDEs |...
link.springer.com
We study a “new kind” of backward doubly stochastic differential equations, where the nonlinear noise term is given by Itô–Kunita/>
Artikel & Meinungen
Twitter-Nachrichten: Le Mans Université on Twitter: "[Remise des diplômes ...
— 👏Félicitations à eux et merci à Pascal Leroux et à Anis Matoussi de leur présence. La formation 👉https://t.co/AfdFVfUAgp ... › status
Mathématiques financières - Ecole Polytechnique
portail.polytechnique.edu
... Aïd (Université Paris-Dauphine) Clémence Alasseur (EDF) Pierre Henry-Labordère (Société Générale) Charles-Albert Lehalle (CFM) Anis Matoussi (Université ... › ...
Sonstiges
Autori - Anis Matoussi
www.aracneeditrice.it
Anis Matoussi. Anis Matoussi est Professeur à l'Université du Maine dans le Département de Mathématiques. Il est Responsable du Master Mathématiques pour...
Probabilistic Representation for Viscosity Solution of ...
www.applied-financial-mathematics.de
Anis Matoussi (Universite du Maine, Le Mans) Probabilistic Representation for Viscosity Solution of Fully nonlinear Stochastic PDEs We propose a wellposedness theory for a class of second order backward doubly stochastic differential equation (2BDSDE). We prove existence and uniqueness of the solution under a Lipschitz type assumption on the ...
The Abel Symposium: symposium
abelsymposium.no
... Giuliana Bordigoni, Anis Matoussi, and Martin Schweizer: A stochastic control approach to a robust utility maximization problem; Zhen-Qing Chen, Masatoshi ...
Cited article - ESAIM: Probability and Statistics
www.esaim-ps.org
Anis Matoussi, Lambert Piozin and Dylan Possamaï Stochastic Processes and their Applications 124 (7) (2014) DOI: j.spa › citedby
ANR-Project CAESARS
caesars.math.cnrs.fr
... management, pricing policy of power companies, stress-testing, among others. Partners: Contacts: Emmanuel Gobet, Anis Matoussi, Clémence Alasseur.
Empirical Regression Method for Backward Doubly Stochastic...
hal.inria.fr
Achref Bachouch, Emmanuel Gobet, Anis Matoussi. Empirical Regression Method for Backward Doubly Stochastic Differential Equations ⟨hal- ⟩ ...
Le Mans | Mathematical Institute - University of Oxford
www.maths.ox.ac.uk
Anis Matoussi. (Le Mans). Abstract. We study a stochastic control problem in the context of utility maximization under model uncertainty. › term
Maximum principle for quasilinear stochastic PDEs with obstacle
projecteuclid.org
Electronic Journal of Probability
Maximization of Recursive Utilities: A Dynamic Maximum ...
epubs.siam.org
von W Faidi · · Zitiert von: 18 — Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach · Wahid Faidi, · Anis Matoussi, and · Mohamed Mnif. › doi
Second order reflected backward stochastic differential equations
projecteuclid.org
The Annals of Applied Probability
Program of the meeting WS3 - Henri Lebesgue Center
www.lebesgue.fr
17h15-17h55 Anis Matoussi: Reflected second order BSDE's and Dynkin game under uncertainty 18h00-19h00 Poster Session 19h00-21h00 Welcome reception / buffet ... › content
SEMI-LINEAR SYSTEMS OF BACKWARD STOCHASTIC ...
oa.mg
V. Bally, Anis Matoussi. Mathematics. Sobolev space. Generalization · DOI: Siam Journal on Control and Optimization ·. › work
Sobolev solution for semilinear PDE with obstacle EMIS
www.emis.de
von A Matoussi · · Zitiert von: 36 — Sobolev solution for semilinear PDE with obstacle under monotonicity condition. Anis Matoussi (Université du Maine) Mingyu Xu (Institute of Applied ... › article › view
Sobolev solution for semilinear PDE with obstacle under ...
projecteuclid.org
von A Matoussi · · Zitiert von: 36 — Anis Matoussi. Mingyu Xu. "Sobolev solution for semilinear PDE with obstacle under monotonicity condition." Electron. J. Probab. › issue-none
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