Jules Sadefo Kamdem

According to our database, Jules Sadefo Kamdem authored at least 11 papers between 2003 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model.

Eric Djeutcha, Jules Sadefo Kamdem

Ann. Oper. Res., March, 2024

2022

Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach.

Gaston Clément Nyassoke Titi, Jules Sadefo Kamdem, Louis Aimé Fono

Math. Methods Oper. Res., 2022

A fuzzy multifactor asset pricing model.

Alfred Mbairadjim Moussa, Jules Sadefo Kamdem

Ann. Oper. Res., 2022

2021

S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes.

Jules Sadefo Kamdem, Babel Raïssa Guemdjo Kamdem, Carlos Ougouyandjou

New Math. Nat. Comput., 2021

On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return.

Justin Dzuche, Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono

Ann. Oper. Res., 2021

2020

The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection.

Justin Dzuche, Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono

New Math. Nat. Comput., 2020

2017

Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns.

Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono, Nicolas Gabriel Andjiga

J. Oper. Res. Soc., 2017

2014

Generalized Integral Transforms with the Homotopy Perturbation Method.

Jules Sadefo Kamdem

J. Math. Model. Algorithms Oper. Res., 2014

2010

Sharp estimates for the CDF of quadratic forms of MPE random vectors.

Jules Sadefo Kamdem

J. Multivar. Anal., 2010

2008

Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.

Jules Sadefo Kamdem, Alan Genz

Comput. Stat. Data Anal., 2008

2003

Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities with mixture of elliptic Distributed Risk Factors

Jules Sadefo Kamdem

CoRR, 2003