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Maitre assistant - Ecole Nationale d' Ingénieurs de Tunis
mhamed.gaigi@enit.rnu.tn


Doctorat	Problèmes de contrôle stochastique sous contraintes de risque de liquidité

Optimal harvesting under marine reserves and uncertain environment

M'hamed Gaïgi Vathana Ly Vath Simone Scotti
European Journal of Operational Research, pp.-- (1/2022)
Article
Optimal exploitation of a general renewable natural resource under state and delay constraints

M'hamed Gaïgi Idriss Kharroubi Thomas Lim
Mathematics, pp.1--25 (11/2020)
Article
Optimal riskmanagement problem of natural resources: application to oil drilling

M'hamed Gaïgi Stéphane Goutte Thomas Lim Idriss Kharroubi
Annals of Operations Research, pp.1--22 (7/2019)
Article
Optimal investment in markets with over and under-reaction to information

Giorgia Callegaro M'hamed Gaïgi Simone Scotti Carlo Sgarra
MATHEMATICS AND FINANCIAL ECONOMICS, pp.299--322 (6/2017)
Article
Optimal Market Dealing Under Constraints

Etienne Chevalier M'hamed Gaïgi Vathana Ly Vath Mohamed Mnif
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, pp.313--335 (4/2017)
Article
Liquidity risk and optimal dividend/investment strategies

Etienne Chevalier M'hamed Gaïgi Vathana Ly Vath
MATHEMATICS AND FINANCIAL ECONOMICS, pp.111--135 (1/2017)
Article
Numerical Approximation for a Portfolio Optimization Problem Under Liquidity Risk and Costs

M'hamed Gaïgi Vathana Ly Vath Mohamed Mnif Salwa Toumi
APPLIED MATHEMATICS AND OPTIMIZATION, pp.163--195 (8/2016)
Article
Optimal market dealing under constraints

Etienne Chevalier M'hamed Gaïgi Vathana Ly Vath Mohamed Mnif
, pp.16--40 (7/2016)
Article

Sarra Neffati Problèmes de Contrôle Stochastique Appliqués à la Finance

Atelier Python avancé pour le calcul scientifique
19-12-2017