Articles

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, 0219-0249, 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