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hal-00979003v1  Journal articles
Frédéric BonnansStefania MarosoHasnaa Zidani. Error estimates for stochastic differential game: the adverse stopping case
IMA Journal of Numerical Analysis, Oxford University Press (OUP), 2006, 28, pp.188-212. ⟨10.1093/imanum/dri034⟩
hal-00849555v1  Journal articles
Frédéric BonnansStefania MarosoHasnaa Zidani. Error estimates for a stochastic impulse control problem
Applied Mathematics and Optimization, Springer Verlag (Germany), 2007, 55 (3), pp.327-357. ⟨10.1007/s00245-006-0865-2⟩
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hal-00278077v1  Journal articles
Benjamin BruderOlivier BokanowskiStefania MarosoHasnaa Zidani. Numerical approximation for a superreplication problem under gamma constraints
SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics, 2009, 47 (3), pp.2289-2320. ⟨10.1137/080725222⟩
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inria-00179549v1  Journal articles
Olivier BokanowskiStefania MarosoHasnaa Zidani. Some convergence results for Howard's algorithm
SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics, 2009, 47 (4), pp.3001--3026. ⟨10.1007/s00245-006-0865-2⟩