I obtained the PhD at the University of Tunis El Manar, Department of mathematics under the supervision of Professor Habib Ouerdiane and collaboration with Professor Bernt Oksendal.
The research work during my PhD is about optimal insider control using white noise theory. In particular, we use Malliavin calculus and the Donsker delta function to study these insider control problems.
My goal in my postdoc is to continue and develop further my research in optimal insider control. In particular, I want to study optimal insider control in a more general context not just initial insider information.
Moreover, I want to apply the theory to applications in finance, specifically the following topics:
-pricing in a market with insiders and assymetric information.
-viability of markets influenced by insiders.
- Draouil, Olfa & Øksendal, Bernt (2019). A white noise approach to optimal insider control of systems with delay. Journal of Mathematical Analysis and Applications. ISSN 0022-247X. 476(1), s 101- 119 . doi: https://doi.org/10.1016/j.jmaa.2019.02.065
- Draouil, Olfa & Øksendal, Bernt (2019). Viable insider markets. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 91(7), s 959- 973 . doi: 10.1080/17442508.2019.1612895
- Draouil, Olfa & Øksendal, Bernt (2018). Optimal insider control of stochastic partial differential equations. Stochastics and Dynamics. ISSN 0219-4937. 18(1) . doi: 10.1142/S0219493718500144 Full text in Research Archive.