On multivariate extensions of Value-at-Risk. - Areski Cousin; Elena Di Bernardino (J. Multivar. Anal., 2013)

Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model. - Tomasz R. Bielecki; Areski Cousin; Stéphane Crépey; Alexander Herbertsson (J. Optim. Theory Appl., 2014)

Kriging of financial term-structures. - Areski Cousin; Hassan Maatouk; Didier Rullière (Eur. J. Oper. Res., 2016)

Adaptive Robust Control under Model Uncertainty. - Tomasz R. Bielecki; Tao Chen 042; Igor Cialenco; Areski Cousin; Monique Jeanblanc (SIAM J. Control. Optim., 2019)

Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints. - Marc Chataigner; Areski Cousin; Stéphane Crépey; Matthew F. Dixon; Djibril Gueye (SIAM J. Financial Math., 2021)