Profil

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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 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