A characterization of equilibrium strategies in continuous-time mean–variance problems for insurers I Alia, F Chighoub, A Sohail Insurance: Mathematics and Economics 68, 212-223, 2016 | 29 | 2016 |
Optimality necessary conditions in singular stochastic control problems with nonsmooth data K Bahlali, F Chighoub, B Djehiche, B Mezerdi Journal of mathematical analysis and applications 355 (2), 479-494, 2009 | 25 | 2009 |
Near optimality conditions in stochastic control of jump diffusion processes F Chighoub, B Mezerdi Systems & control letters 60 (11), 907-916, 2011 | 24 | 2011 |
On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control† K Bahlali, F Chighoub, B Mezerdi Stochastics An International Journal of Probability and Stochastic Processes …, 2012 | 16 | 2012 |
A stochastic maximum principle in mean-field optimal control problems for jump diffusions F Chighoub, B Mezerdi Arab Journal of Mathematical Sciences 19 (2), 223-241, 2013 | 15 | 2013 |
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients F Chighoub, B Djehiche, B Mezerdi Walter de Gruyter GmbH & Co. KG 17 (1), 37-54, 2009 | 15 | 2009 |
Time-consistent investment and consumption strategies under a general discount function I Alia, F Chighoub, N Khelfallah, J Vives Journal of Risk and Financial Management 14 (2), 86, 2021 | 8* | 2021 |
The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions F Chighoub, B Mezerdi International Journal of Stochastic Analysis 2014, 2014 | 8 | 2014 |
The maximum principle in time-inconsistent LQ equilibrium control problem for jump diffusions I Alia, F Chighoub, A Sohail Serdica Math. J 42, 103-138, 2016 | 5 | 2016 |
The co-movement of Bitcoin and some African currencies–A wavelet analysis C Okonkwo, BO Osu, F Chighoub, BI Oruh Journal of Research in Emerging Markets, 2021 | 3 | 2021 |
Spectral analysis of the stochastic time-fractional-KdV equation A Sohail, F Chighoub, ZW Li Alexandria engineering journal 57 (4), 2509-2514, 2018 | 3 | 2018 |
Relationship between maximum principle and dynamic programming for systems driven by normal martingales F Chighoub, IE Lakhdari, JT Shi Mathematics in Engineering, Science & Aerospace (MESA) 8 (1), 2017 | 3 | 2017 |
Near-optimality conditions in mean-field control models involving continuous and impulse controls F Chighoub, A Sohail, I Alia Nonliner Studies 22, 719-738, 2015 | 3 | 2015 |
Characterization of optimality for controlled Markovian jump diffusion processes F Chighoub Nonlinear Studies 22 (3), 525-541, 2015 | 3 | 2015 |
Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps NEH Bouaicha, F Chighoub, I Alia, A Sohail Modern Stochastics: Theory and Applications 9 (2), 157-205, 2022 | 2 | 2022 |
Continuous-time mean-variance portfolio selection with regime-switching financial market: Time-consistent solution I Alia, F Chighoub Random Operators and Stochastic Equations 29 (1), 11-25, 2021 | 1 | 2021 |
The maximum principle in time-inconsistent LQ optimal control problem for jump diffusions I Alia, F Chighoub, A Sohail arXiv preprint arXiv:1505.04674, 2015 | 1 | 2015 |
Continuous-Time Mean-Variance Portfolio Selection with Regime Switching Financial Market: Time-Consistent Solution NEH Bouaicha, F Chighoub International Conference on Research in Applied Mathematics and Computer …, 2021 | | 2021 |
Principe du maximum pour les EDSs de type champ $ moyen et application F CHIGHOUB, I LAKHDARI, A GHOUL | | 2019 |
Equilibrium reinsurance-investment strategy for mean-variance insurers under state dependent risk aversion I Alia, F Chighoub Control and Cybernetics 48, 2019 | | 2019 |