Moustapha Pemy

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

No records found.

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