M. BELKACEM BERDJANE

Articles

• Optimal consumption and investment in markets with random coefficients. Berdjane B. & Pergamenchtchikov S. Finance and Stochastics 2012.
  April 2013, Volume 17, Issue 2, pp 419-446
  [PDF]

• Sequential Delta-Optimal consumption and investment for stochastic volatility markets with unknown parameters. Berdjane B. & Pergamenchtchikov S. Submited 2012. [PDF]