Noufel Frikha

According to our database, Noufel Frikha authored at least 5 papers between 2009 and 2022.

Collaborative distances:

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

2022

Deep Runge-Kutta schemes for BSDEs.

Jean-François Chassagneux, Junchao Chen, Noufel Frikha

CoRR, 2022

2021

A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs.

Jean-François Chassagneux, Junchao Chen, Noufel Frikha, Chao Zhou

CoRR, 2021

2014

Shortfall Risk Minimization in Discrete Time Financial Market Models.

Noufel Frikha

SIAM J. Financial Math., 2014

2012

Quantization based recursive importance sampling.

Noufel Frikha, Abass Sagna

Monte Carlo Methods Appl., 2012

2009

Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling.

Olivier Bardou, Noufel Frikha, Gilles Pagès

Monte Carlo Methods Appl., 2009