A. Zeghal

Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options

N. Touzi, Moez Mrad, A. Zeghal, 2006 .

Dual formulation of the utility maximization problem: the case of nonsmooth utility

B. Bouchard, B. Bouchard, N. Touzi, 2004, math/0405290.

Optimal selection portfolio problem: a semi-linear PDE approach

A. Zeghal, M. Mnif, 2012 .

Portfolio Optimization with Stochastic Volatilities: A Backward Approach

A. Zeghal, M. Mnif, 2011 .