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Noufel Frikha
Publication Activity (10 Years)
Years Active: 2009-2022
Publications (10 Years): 2
Top Topics
Runge Kutta
Numerical Methods
Stochastic Differential Equations
Feature Selection
Top Venues
CoRR
SIAM J. Financial Math.
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Publications
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Jean-François Chassagneux
,
Junchao Chen
,
Noufel Frikha
Deep Runge-Kutta schemes for BSDEs.
CoRR
(2022)
Jean-François Chassagneux
,
Junchao Chen
,
Noufel Frikha
,
Chao Zhou
A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs.
CoRR
(2021)
Noufel Frikha
Shortfall Risk Minimization in Discrete Time Financial Market Models.
SIAM J. Financial Math.
5 (1) (2014)
Noufel Frikha
,
Abass Sagna
Quantization based recursive importance sampling.
Monte Carlo Methods Appl.
18 (4) (2012)
Olivier Bardou
,
Noufel Frikha
,
Gilles Pagès
Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling.
Monte Carlo Methods Appl.
15 (3) (2009)