Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm. - Pierre Bernhard; Naïma El Farouq; Stéphane Thiery (SIAM J. Control. Optim., 2007)

Deterministic impulse control problems: Two discrete approximations of the quasi-variational inequality. - Naïma El Farouq (J. Comput. Appl. Math., 2017)

Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function. - Naïma El Farouq (SIAM J. Control. Optim., 2017)