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Empirical Regression Method for Backward Doubly Stochastic Differential Equations
Achref Bachouch
,
Emmanuel Gobet
,
Anis Matoussi
Article dans une revue
hal-01152886v1
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Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation
Sarah Kaakai
,
Anis Matoussi
,
Achraf Tamtalini
2022
Pré-publication, Document de travail
hal-03817818v2
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Generalized BSDE with jumps and stochastic quadratic growth
Anis Matoussi
,
Rym Salhi
2020
Pré-publication, Document de travail
hal-03091716v1
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The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions
Laurent Denis
,
Anis Matoussi
,
Jing Zhang
Article dans une revue
hal-02370116v1
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Convex duality for stochastic differential utility
Anis Matoussi
,
Hao Xing
2018
Pré-publication, Document de travail
hal-01740702v1
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Stochastic partial differential equations with singular terminal condition
A Matoussi
,
Lambert Piozin
,
A Popier
2015
Pré-publication, Document de travail
hal-01152687v1
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Mean-Field Backward-Forward SDE with Jumps and Storage problem in Smart Grids
Anis Matoussi
,
Arij Manai
,
Rym Salhi
2019
Pré-publication, Document de travail
hal-02160898v1
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Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
Sarah Kaakai
,
Anis Matoussi
,
Achraf Tamtalini
2024
Pré-publication, Document de travail
hal-03871246v3
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Quadratic Exponential Semimartingales and Application to BSDEs with jumps
Nicole El Karoui
,
Anis Matoussi
,
Armand Ngoupeyou
2018
Pré-publication, Document de travail
hal-01740692v1
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Optimal stochastic control problem under model uncertainty with non-entropic penalty
Anis Matoussi
2018
Pré-publication, Document de travail
hal-01740667v1
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Second-order BSDEs with general reflection and game options under uncertainty
Anis Matoussi
,
Lambert Piozin
,
Dylan Possamaï
Article dans une revue
hal-01067269v1
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Numerical Computation for Backward Doubly SDEs with random terminal time
Anis Matoussi
,
Wissal Sabbagh
2018
Pré-publication, Document de travail
hal-01740713v1
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Linear Quadratic Control Problems for Mean Field Stochastic Differential Equation with Jumps: Application in Exhaustible Resources Production
Anis Matoussi
,
Mohamed Mnif
,
Chefia Ziri
2022
Pré-publication, Document de travail
hal-03815082v1
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Zhang L2 -Regularity for the solutions of Forward Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions
Achref Bachouch
,
Anis Matoussi
2017
Pré-publication, Document de travail
hal-01548712v1
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Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty
Anis Matoussi
,
Dylan Possamaï
,
Chao Zhou
Article dans une revue
hal-01546734v1
|
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Dynamic Utility and related nonlinear SPDE driven by Lévy Noise.
Anis Matoussi
,
Mohamed Mrad
International Journal of Theoretical and Applied Finance, 2022
Article dans une revue
hal-03025475v1
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Stochastic partial differential equations with singular terminal condition
Alexandre Popier
,
Anis Matoussi
,
L. Piozin
Article dans une revue
hal-01639665v1
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Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model
Anis Matoussi
,
Dylan Possamaï
,
Chao Zhou
Article dans une revue
hal-00919124v1
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An Extended Mean Field Game for Storage in Smart Grids
Anis Matoussi
,
Clémence Alasseur
,
Imen Ben Taher
2018
Pré-publication, Document de travail
hal-01740707v1
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The obstacle problem for semilinear parabolic partial integro-differential equations
Anis Matoussi
,
Wissal Sabbagh
,
Chao Zhou
Article dans une revue
hal-01740723v1
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Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs
Anis Matoussi
,
Dylan Possamaï
,
Wissal Sabbagh
Article dans une revue
hal-01481372v1
|
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Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
Anis Matoussi
,
Wissal Sabbagh
,
Tusheng Zhang
Article dans une revue
hal-01740652v1
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Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs
Anis Matoussi
2018
Pré-publication, Document de travail
hal-01740682v1
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Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach
Laurent Denis
,
Anis Matoussi
,
Jing Zhang
Article dans une revue
hal-03040517v1
|
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Second order reflected backward stochastic differential equations
Anis Matoussi
,
Dylan Possamaï
,
Chao Zhou
Article dans une revue
hal-00919119v1
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Solvency tuned premium for a composite loss distribution
Alexandre Brouste
,
Anis Matoussi
,
Tom Rohmer
,
Christophe Dutang
,
Vanessa Désert
,
et al.
2018
Pré-publication, Document de travail
hal-01883508v1
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Utility Maximization Problem with Uncertainty and a Jump Setting
Sarah Kaakai
,
Anis Matoussi
,
Achraf Tamtalini
2022
Pré-publication, Document de travail
hal-03813812v3
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Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations
Ying Hu
,
Anis Matoussi
,
Tusheng Zhang
Article dans une revue
hal-01058778v1
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