6 citations · 8 across the 4 of their papers we have counts for
4 papers
Asset Pricing Model in Markets of Imperfect Information and Subjective Views
Hafid Lalioui, Amine Ben Amar, Makram Bellalah
We provide closed-form market equilibrium formula consolidating informational imperfections and investors beliefs. Based on Merton's model, we characterize the equilibrium expected…
Continuous and Impulse Controls Differential Game in Finite Horizon with Nash-Equilibrium and Application
Brahim El Asri, Hafid Lalioui
This paper considers a new class of deterministic finite-time horizon, two-player, zero-sum differential games (DGs) in which the maximizing player is allowed to take continuous an…
Deterministic Differential Games in Infinite Horizon Involving Continuous and Impulse Controls
Brahim El Asri, Hafid Lalioui
We consider a two-player zero-sum deterministic differential game where each player uses both continuous and impulse controls in infinite-time horizon. We assume that the impulses…
A Zero-Sum Deterministic Impulse Controls Game in Infinite Horizon with a New HJBI QVI
Brahim El Asri, Hafid Lalioui, Sehail Mazid
In the present paper, we study a two-player zero-sum deterministic differential game with both players adopting impulse controls, in infinite time horizon, under rather weak assump…