Moustapha Pemy

Orcid: 0000-0002-0102-7016

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

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2021

Optimal VWAP Strategies under Regime Switching.

[DOI]

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

2012

Optimal algorithms for trading large positions.

[DOI]

Autom., 2012

2011

Optimal Selling Rule in a Regime Switching Lévy Market.

[DOI]

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

2010

An approximation scheme for Black-Scholes equations with delays.

[DOI]

J. Syst. Sci. Complex., 2010