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Mrad Mohamed
Publication Activity (10 Years)
Years Active: 2013-2021
Publications (10 Years): 1
Top Topics
Nonlinear Partial Differential Equations
Scale Spaces
Utility Function
Shock Filter
Top Venues
SIAM J. Financial Math.
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Publications
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Nicole El Karoui
,
Mrad Mohamed
Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium.
SIAM J. Financial Math.
12 (1) (2021)
Nicole El Karoui
,
Mrad Mohamed
An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE.
SIAM J. Financial Math.
4 (1) (2013)