Articles

Alasseur C., Ben Tahar I., Matoussi A. (2020), An Extended Mean Field Game for Storage in Smart Grids, Journal of Optimization Theory and Applications, vol. 184, p. 644–670

Ben Tahar I., Lépinette-Denis E. (2014), Vector-valued coherent risk measure processes, International Journal of Theoretical and Applied Finance, vol. 17, n°2, p. n°1450011

Soner M., Ben Tahar I., Touzi N. (2010), Merton Problem with Taxes: Characterization, computation and Approximation, SIAM Journal on Financial Mathematics, vol. 1, n°1, p. 366–395

Ben Tahar I., Bouchard B. (2007), Explicit characterization of the super-replication strategy in financial markets with partial transaction costs, Stochastic Processes and their Applications, vol. 117, n°5, p. 655-672

Soner M., Touzi N., Ben Tahar I. (2007), The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes, SIAM Journal on Control and Optimization, vol. 46, n°5, p. 1779–1801

Ben Tahar I., Bouchard B. (2006), Barrier option hedging under constraints: a viscosity approach, SIAM Journal on Control and Optimization, vol. 45, n°5, p. 1846-1874

Chapitres d'ouvrage

Aïd R., Ben Tahar I. (2015), Transition to electric mobility: an optimal subsidy price rule, in Aïd R., Ludkovski M., Sircar R., Commodities, Energy and Environmental Finance. Fields Institute Communications, vol 74 Springer, p. 301-313|

Communications sans actes

Aïd R., Ben Tahar I. (2014), A mean Field Game approach to technological transition, PGMO - COPI'14, Paris-Saclay, France