Ben Tahar Imen - CV


Ben Tahar Imen

Associate Professor

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Phone : 01 44 05 48 82

Office : B618 bis



Alasseur C., Ben Tahar I., Matoussi A. (2020), An Extended Mean Field Game for Storage in Smart Grids, Journal of Optimization Theory and Applications, vol. 184, p. 644–670

Ben Tahar I., Lépinette E. (2014), Vector-valued coherent risk measure processes, International Journal of Theoretical and Applied Finance, vol. 17, n°2

Ben Tahar I., Bouchard B. (2007), Explicit characterization of the super-replication strategy in financial markets with partial transaction costs, Stochastic Processes and their Applications, vol. 117, n°5, p. 655-672

Ben Tahar I., Bouchard B. (2006), Barrier option hedging under constraints: a viscosity approach, SIAM Journal on Control and Optimization, vol. 45, n°5, p. 1846-1874

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