Concepedia

Moustapha Pemy

MP

Statistics

Publications

6

Citations

124

H-Index

6

Active since

2005

Affiliations

Towson University(Current)

United States Army Research Office

North Carolina State University

University of Georgia

Wayne State University

Moustapha Pemy is an author at Towson University specializing in stochastic processes, finance, and financial economics.

ORCID

Publications per year

2005–2013

6

Publications

6

Optimal stock liquidation in a regime switching model with finite time horizon

Moustapha Pemy, Qing Zhang · Journal of Mathematical Analysis and Applications · 2005 · 34 citations

, , +14

Optimal control of stochastic functional differential equations with a bounded memory

Mou-Hsiung Chang, Tao Pang, Moustapha Pemy · Stochastics · 2008 · 32 citations

, , +16

Liquidation of a large block of stock

Moustapha Pemy, Qing Zhang, George Yin · Journal of Banking & Finance · 2006 · 17 citations

, , +11

LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING

Moustapha Pemy, Qing Zhang, G. George Yin · Mathematical Finance · 2008 · 17 citations

, , +17

Finite Difference Approximations for Stochastic Control Systems with Delay

Mou-Hsiung Chang, Tao Pang, Moustapha Pemy · Stochastic Analysis and Applications · 2008 · 14 citations

, , +16

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