4. Mathematics
  5. Optimization and Control

Mohamed Mnif

Mathematics – Optimization and Control

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Numerical methods for an optimal order execution problem

Economy – Quantitative Finance – Computational Finance
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Numerical methods for optimal insurance demand under marked point processes shocks

Economy – Quantitative Finance – Computational Finance
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Optimal insurance demand under marked point processes shocks: a dynamic programming duality approach

Mathematics – Optimization and Control
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Profile ID: LFWR-SCP-P-314376

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