Anis Matoussi

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 4

Top Topics

Stochastic Differential Equations

Top Venues

J. Optim. Theory Appl.

SIAM/ASA J. Uncertain. Quantification

Monte Carlo Methods Appl.

SIAM J. Financial Math.

Publications

Sarah Kaakaï, Anis Matoussi, Achraf Tamtalini
Estimation of Systemic Shortfall Risk Measure Using Stochastic Algorithms. SIAM J. Financial Math. 15 (3) (2024)
Clémence Alasseur, Imen Ben Taher, Anis Matoussi
An Extended Mean Field Game for Storage in Smart Grids. J. Optim. Theory Appl. 184 (2) (2020)
Achref Bachouch, Emmanuel Gobet, Anis Matoussi
Empirical Regression Method for Backward Doubly Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification 4 (1) (2016)
Anis Matoussi, Wissal Sabbagh
Numerical computation for backward doubly SDEs with random terminal time. Monte Carlo Methods Appl. 22 (3) (2016)
Wahid Faidi, Anis Matoussi, Mohamed Mnif
Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach. SIAM J. Financial Math. 2 (1) (2011)