Curriculum vitae

Ben Tahar Imen

Maître de conférences
CEREMADE

imenping@ceremade.dauphinepong.fr
Tel : 01 44 05 48 82
Bureau : B618 bis

Dernières publications

Articles

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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