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BEN TAHAR Imen
Current Position - Status
Head of an education program : Mathematics of Modeling and Decision
Department of attachment : MIDO
Centre of Research : Mathématiques (CEREMADE)
Education and qualification
Ph.D.
Mathématiques appliquées et applications (2005 - Université Paris Dauphine)Master (Search) specialty : Modélisation et Méthodes Mathématiques en Economie (2001 - Université Paris 1 - Panthéon Sorbonne)
Fields of teaching, research and professionnal competence
Fields of teaching
- economics of uncertainty
- portfolio management
- stochastic processes and partial differential equations
Fields of research
- stochastic control in finance
- risk measures
Publications of BEN TAHAR Imen
2012
Working Papers
- Lépinette-Denis, Emmanuel ; Ben Tahar, Imen . Vector-valued risk measure processes. Université Paris-Dauphine . 2012 .
2010
Articles
- Soner, Mete H. ; Touzi, Nizar ; Ben Tahar, Imen . Merton Problem with Taxes: Characterization, computation and Approximation. SIAM Journal on Financial Mathematics. Volume 1. n° 1. 2010. pages 366–395. Society for Industrial and Applied Mathematics. DOI http://dx.doi.org/10.1137/080742178.
2007
Articles
- Soner, Mete H. ; Touzi, Nizar ; Ben Tahar, Imen . The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes. SIAM Journal on Control and Optimization. Volume 46. n° 5. 2007. pages 1779–1801. Society for Industrial and Applied Mathematics. DOI http://dx.doi.org/10.1137/050646044.
