Naïma El Farouq

According to our database, Naïma El Farouq authored at least 3 papers between 2007 and 2017.

Collaborative distances:

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

2017

Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function.

Naïma El Farouq

SIAM J. Control. Optim., 2017

Deterministic impulse control problems: Two discrete approximations of the quasi-variational inequality.

Naïma El Farouq

J. Comput. Appl. Math., 2017

2007

Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm.

Pierre Bernhard, Naïma El Farouq, Stéphane Thiery

SIAM J. Control. Optim., 2007