Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach. - Wahid Faidi; Anis Matoussi; Mohamed Mnif (SIAM J. Financial Math., 2011)

Empirical Regression Method for Backward Doubly Stochastic Differential Equations. - Achref Bachouch; Emmanuel Gobet; Anis Matoussi (SIAM/ASA J. Uncertain. Quantification, 2016)

Numerical computation for backward doubly SDEs with random terminal time. - Anis Matoussi; Wissal Sabbagh (Monte Carlo Methods Appl., 2016)

An Extended Mean Field Game for Storage in Smart Grids. - Clémence Alasseur; Imen Ben Taher; Anis Matoussi (J. Optim. Theory Appl., 2020)

Estimation of Systemic Shortfall Risk Measure Using Stochastic Algorithms. - Sarah Kaakaï; Anis Matoussi; Achraf Tamtalini (SIAM J. Financial Math., 2024)