Armand Ngoupeyou

Available identifiers

zbMath Open ngoupeyou.armandMaRDI QIDQ486472

List of research outcomes

Publication	Date of Publication	Type
Quadratic Exponential Semimartingales and Application to BSDEs with jumps	2016-03-20	Paper
Mean-Variance Hedging Under Multiple Defaults Risk	2015-10-20	Paper
The use of BSDEs to characterize the mean-variance hedging problem and the variance optimal martingale measure for defaultable claims	2015-02-27	Paper
Dual optimization problem on defaultable claims	2015-01-15	Paper
Mean-variance hedging on uncertain time horizon in a market with a jump	2014-03-24	Paper
Defaultable bond pricing using regime switching intensity model	2013-10-24	Paper
Robust utility maximization problem in model with jumps and unbounded claim	2012-01-12	Paper

Research outcomes over time

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