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Number of items: 10.


Menoukeu-Pamen, Olivier ORCID: 0000-0001-9306-3155, Xu, Guangli and Zhuo, Xiaoyang ORCID: 0000-0002-1735-4847
(2023) Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model. Quantitative Finance, 23 (5). pp. 843-862.


Menoukeu-Pamen, Olivier and Mohammed, Salah EA
(2019) Flows for singular stochastic differential equations with unbounded drifts. Journal of Functional Analysis, 277 (5). pp. 1269-1333.


Menoukeu-Pamen, Olivier ORCID: 0000-0001-9306-3155 and Tangpi, Ludovic
(2023) Maximum Principle for Stochastic Control of SDEs with Measurable Drifts. Journal of Optimization Theory and Applications, 197 (3). pp. 1195-1228.


Asiimwe, Pious, Mahera, Charles Wilson and Menoukeu-Pamen, Olivier
(2016) On the Price of Risk Under a Regime Switching CGMY Process. Asia-Pacific Financial Markets, 23 (4). pp. 305-335.


Mbala, Rémy Maxime, Fotsa-Mbogne, David Jaurès, Nlong, Jean Michel, Menoukeu-Pamen, Olivier and Kala-Kamdjoug, Jean-Robert
(2023) Optimization of Wi-Fi Direct average time to discovery: a global channel randomization approach. Optimization and Engineering, 24 (3). pp. 1689-1717.


Luo, Peng, Menoukeu-Pamen, Olivier ORCID: 0000-0001-9306-3155 and Tangpi, Ludovic
(2022) Strong solutions of forward–backward stochastic differential equations with measurable coefficients. Stochastic Processes and their Applications, 144. pp. 1-22.


Dai, Suhang and Menoukeu-Pamen, Olivier ORCID: 0000-0001-9306-3155
(2023) An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems. Journal of Computational and Applied Mathematics, 421. p. 114864.


Menoukeu-Pamen, Olivier and Momeya, Romuald Hervé
(2017) A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications. Mathematical Methods of Operations Research, 85 (3). pp. 349-388.


Sun, Zhongyang and Menoukeu-Pamen, Olivier
(2018) The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system. Stochastic Analysis and Applications, 36 (5). pp. 782-811.


Sun, Zhongyang, Kemajou-Brown, Isabelle and Menoukeu-Pamen, Olivier
(2018) A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications. ESAIM: Control, Optimisation and Calculus of Variations, 24 (3). pp. 985-1013.

This list was generated on Sun Mar 17 10:10:34 2024 GMT.