Moustapha Pemy

Available identifiers

Publication	Date of Publication	Type
Execution shortfall algorithms under regime switching	2024-07-05	Paper
Optimal oil production and taxation in presence of global disruptions	2024-07-05	Paper
Optimal liquidation of a basket of stocks using reinforcement learning	2024-07-05	Paper
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

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