The following pages link to Moustapha Pemy (Q445965):
Displayed 14 items.
- Optimal algorithms for trading large positions (Q445966) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Optimal selling rule in a regime switching Lévy market (Q638071) (← links)
- (Q937353) (redirect page) (← links)
- Selling a large stock position: a stochastic control approach with state constraints (Q937354) (← links)
- Finite difference approximation for stochastic optimal stopping problems with delays (Q1008794) (← links)
- Optimal oil production and taxation under mean reverting jump diffusion models (Q2059945) (← links)
- Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679) (← links)
- Optimal stopping of Markov switching Lévy processes (Q2875272) (← links)
- LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847) (← links)
- Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067) (← links)
- Finite Difference Approximations for Stochastic Control Systems with Delay (Q3506296) (← links)
- Optimal control of stochastic functional differential equations with a bounded memory (Q5451161) (← links)
- Optimal Oil Production under Mean Reverting L\'evy Models with Regime Switching (Q6279411) (← links)