Person:445965

Available identifiers

zbMath Open pemy.moustaphaMaRDI QIDQ445965

List of research outcomes

Publication	Date of Publication	Type
Optimal oil production and taxation under mean reverting jump diffusion models	2021-12-13	Paper
Optimal Oil Production under Mean Reverting L\'evy Models with Regime Switching	2016-11-04	Paper
Optimal stopping of Markov switching Lévy processes	2014-08-14	Paper
Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory	2012-12-13	Paper
Optimal algorithms for trading large positions	2012-08-27	Paper
Optimal selling rule in a regime switching Lévy market	2011-09-09	Paper
LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING	2011-06-09	Paper
An approximation scheme for Black-Scholes equations with delays	2010-11-03	Paper
Finite difference approximation for stochastic optimal stopping problems with delays	2009-03-30	Paper
Selling a large stock position: a stochastic control approach with state constraints	2008-08-14	Paper
Finite Difference Approximations for Stochastic Control Systems with Delay	2008-06-12	Paper
Optimal control of stochastic functional differential equations with a bounded memory	2008-03-18	Paper
Optimal stock liquidation in a regime switching model with finite time horizon	2006-07-20	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Moustapha Pemy