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Moustapha Pemy
Publication Activity (10 Years)
Years Active: 2010-2021
Publications (10 Years): 1
Top Topics
Computationally Expensive
Dynamic Programming
Worst Case
Recently Developed
Top Venues
Autom.
CISS
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Publications
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Moustapha Pemy
Optimal VWAP Strategies under Regime Switching.
CISS
(2021)
Moustapha Pemy
Optimal algorithms for trading large positions.
Autom.
48 (7) (2012)
Moustapha Pemy
Optimal Selling Rule in a Regime Switching Lévy Market.
Int. J. Math. Math. Sci.
2011 (2011)
Mou-Hsiung Chang
,
Tao Pang
,
Moustapha Pemy
An approximation scheme for Black-Scholes equations with delays.
J. Syst. Sci. Complex.
23 (3) (2010)