Moustapha Pemy

According to our database¹, Moustapha Pemy authored at least 4 papers between 2010 and 2021.

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2021

Optimal VWAP Strategies under Regime Switching.

[BibT_eX]

[DOI]

Proceedings of the 55th Annual Conference on Information Sciences and Systems, 2021

2012

Optimal algorithms for trading large positions.

[BibT_eX]

[DOI]

Autom., 2012

2011

Optimal Selling Rule in a Regime Switching Lévy Market.

[BibT_eX]

[DOI]

Int. J. Math. Math. Sci., 2011

2010

An approximation scheme for Black-Scholes equations with delays.

[BibT_eX]

[DOI]

J. Syst. Sci. Complex., 2010