Marouen Messaoud - Concepedia

Author

Marouen Messaoud

Institut national de recherche en sciences et technologies du numérique

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Marouen Messaoud

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Institut national de recherche en sciences et technologies du numérique

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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

#	Concept	H-Index	Publications	Citations
1	Engineering	3	3	96
2	Business	1	1	28
3	Finance	1	1	28
4	Asset Pricing	1	1	28
5	Convex Optimization	1	1	22

Marouen Messaoud

Publications

Citations

H-Index

Page 1

	Year	Citations
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 Numerical AnalysisLarge DeviationsDifferential OperatorsEngineeringVariational Analysis	2007	46
Computation of Greeks using Malliavin's calculus in jump type market models Marie Pierre Bavouzet, Marouen Messaoud Electronic Journal of Probability Option PricingComputational FinanceEngineeringAsset PricingIntegrable Probability	2006	28
A policy iteration algorithm for fixed point problems with nonexpansive operators Jean‐Philippe Chancelier, Marouen Messaoud, Agnès Sulem Mathematical Methods of Operations Research Numerical AnalysisMathematical ProgrammingEngineeringContinuous OptimizationPde-constrained Optimization	2006	22

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