Concepedia

Marouen Messaoud

MM

Statistics

Publications

3

Citations

96

H-Index

3

Active since

2006

Affiliations

Institut national de recherche en sciences et technologies du numérique(Current)

Marouen Messaoud is an author at Institut national de recherche en sciences et technologies du numérique specializing in engineering, numerical analysis, and probability theory.

Top concepts

Publications per year

2006–2007

3

Publications

3

Integration by parts formula for locally smooth laws and applications to sensitivity computations

Vlad Bally, Marie-Pierre Bavouzet, Marouen Messaoud · The Annals of Applied Probability · 2007 · 46 citations · Full text

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Computation of Greeks using Malliavin's calculus in jump type market models

Marie Pierre Bavouzet, Marouen Messaoud · Electronic Journal of Probability · 2006 · 28 citations · Full text

, , +15

A policy iteration algorithm for fixed point problems with nonexpansive operators

Jean‐Philippe Chancelier, Marouen Messaoud, Agnès Sulem · Mathematical Methods of Operations Research · 2006 · 22 citations

, , +8

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