N. E. Farouq

Pseudomonotone variational inequalities: convergence of proximal methods

N. El Farouq, N. E. Farouq, 2001 .

Convergent Algorithm Based on Progressive Regularization for Solving Pseudomonotone Variational Inequalities

N. El Farouq, N. E. Farouq, 2004 .

Pseudomonotone Variational Inequalities: Convergence of the Auxiliary Problem Method

N. El Farouq, N. E. Farouq, 2001 .

Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function

Naïma El Farouq, N. E. Farouq, 2017, SIAM J. Control. Optim..

A Robust Control Approach to Option Pricing: the Uniqueness Theorem

P. Bernhard, N. E. Farouq, 2010 .

Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm

Naïma El Farouq, Pierre Bernhard, Stéphane Thiery, 2007, SIAM J. Control. Optim..

An Impulsive Differential Game Arising in Finance with Interesting Singularities

Naïma El Farouq, Pierre Bernhard, P. Bernhard, 2006 .