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Naïma El Farouq
Publication Activity (10 Years)
Years Active: 2007-2017
Publications (10 Years): 2
Top Topics
Fixed Point
Variational Inequalities
Hilbert Spaces
Fischer Burmeister
Top Venues
J. Comput. Appl. Math.
SIAM J. Control. Optim.
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Publications
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Naïma El Farouq
Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function.
SIAM J. Control. Optim.
55 (4) (2017)
Naïma El Farouq
Deterministic impulse control problems: Two discrete approximations of the quasi-variational inequality.
J. Comput. Appl. Math.
309 (2017)
Pierre Bernhard
,
Naïma El Farouq
,
Stéphane Thiery
Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm.
SIAM J. Control. Optim.
46 (6) (2007)