Anis Matoussi

According to our database, Anis Matoussi authored at least 5 papers between 2011 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Estimation of Systemic Shortfall Risk Measure Using Stochastic Algorithms.

Sarah Kaakaï, Anis Matoussi, Achraf Tamtalini

SIAM J. Financial Math., 2024

2020

An Extended Mean Field Game for Storage in Smart Grids.

Clémence Alasseur, Imen Ben Taher, Anis Matoussi

J. Optim. Theory Appl., 2020

2016

Numerical computation for backward doubly SDEs with random terminal time.

Anis Matoussi, Wissal Sabbagh

Monte Carlo Methods Appl., 2016

Empirical Regression Method for Backward Doubly Stochastic Differential Equations.

Achref Bachouch, Emmanuel Gobet, Anis Matoussi

SIAM/ASA J. Uncertain. Quantification, 2016

2011

Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach.

Wahid Faidi, Anis Matoussi, Mohamed Mnif

SIAM J. Financial Math., 2011