Zobrazeno 1 - 10
of 39
pro vyhledávání: '"Jules Sadefo Kamdem"'
Publikováno v:
Data Science in Finance and Economics, Vol 4, Iss 1, Pp 132-159 (2024)
An extended interval is a range $ A = [\underline{A}, \overline{A}] $ where $ \underline{A} $ may be bigger than $ \overline{A} $. This is not really natural, but is what has been used as the definition of an extended interval so far. In the present
Externí odkaz:
https://doaj.org/article/cadb17457a344dcf89598c97c0cf2a5f
Publikováno v:
Results in Applied Mathematics, Vol 7, Iss , Pp 100125- (2020)
In this paper, we study the problem of optimal fishing for regime switching in the growth dynamics of a given fish species which is described by the differential stochastic logistic model with two states: prior or during floods and after. The resulti
Externí odkaz:
https://doaj.org/article/c4a47880662641b781dc6ae43946be21
Autor:
Gaston Clément, Nyassoke Titi1 (AUTHOR), Jules, Sadefo Kamdem2 (AUTHOR) jules.sadefo-kamdem@umontpellier.fr, Aimé, Fono Louis3 (AUTHOR)
Publikováno v:
Annals of Finance. Sep2022, Vol. 18 Issue 3, p419-428. 10p.
Publikováno v:
Mathematical Methods of Operations Research. 95:297-326
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6517f4a3afc64ab1af1db490f33a953a
https://doi.org/10.1007/s00186-022-00782-0
https://doi.org/10.1007/s00186-022-00782-0
Autor:
Eric Djeutcha, Jules Sadefo Kamdem
Publikováno v:
Annals of Operations Research.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fec3568f36d661df3af3919f3e71ee29
https://doi.org/10.1007/s10479-022-04808-y
https://doi.org/10.1007/s10479-022-04808-y
Publikováno v:
New Mathematics and Natural Computation
New Mathematics and Natural Computation, World Scientific Publishing, 2021, 17 (1), pp.191-213. ⟨10.1142/S1793005721500101⟩
New Mathematics and Natural Computation, World Scientific Publishing, 2021, 17 (1), pp.191-213. ⟨10.1142/S1793005721500101⟩
International audience; The main purpose of this work is to contribute to the study of set-valued random variables by providing a kind of Wold decomposition theorem for interval-valued processes. As the set of set-valued random variables is not a vec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4fdda56fa9a68431376c27a985f38af5
https://doi.org/10.1142/s1793005721500101
https://doi.org/10.1142/s1793005721500101
Publikováno v:
Journal of Quantitative Economics
Journal of Quantitative Economics, The Indian Econometric Society, 2020, 18 (3), pp.631-655. ⟨10.1007/s40953-020-00206-y⟩
Journal of Quantitative Economics, The Indian Econometric Society, 2020, 18 (3), pp.631-655. ⟨10.1007/s40953-020-00206-y⟩
International audience; In static framework, many hedging strategies can be settled following the varioushedge ratios that have been developed in the literature. However, it is difficult tochoose among them the best the appropriate strategy according
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62ceb2a9cea7d98560524f876e449284
https://doi.org/10.1007/s40953-020-00206-y
https://doi.org/10.1007/s40953-020-00206-y
Autor:
Jules Sadefo Kamdem, Eric Djeutcha
Publikováno v:
Chaos, Solitons and Fractals
Chaos, Solitons and Fractals, Elsevier, 2021, 152, pp.111328. ⟨10.1016/j.chaos.2021.111328⟩
Chaos, Solitons and Fractals, Elsevier, 2021, 152, pp.111328. ⟨10.1016/j.chaos.2021.111328⟩
In this paper, we use the Mellin transform to obtain the analytical formulas of European option (call or put) values, when the evolution of the underlying asset return is governed by a mixed modified fractional stochastic process. As an extension of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0c7a929bdef1d2bd1b75bac53e0e2499
https://hal.archives-ouvertes.fr/hal-03324320
https://hal.archives-ouvertes.fr/hal-03324320
Publikováno v:
Annals of Operations Research
Annals of Operations Research, Springer Verlag, 2021, ⟨10.1007/s10479-021-04228-4⟩
Annals of Operations Research, Springer Verlag, 2021, ⟨10.1007/s10479-021-04228-4⟩
International audience; This paper introduces a new approach of multifactor asset pricing model estimation. This approachassumes that the monthly returns of financial assets are fuzzy random variables and estimates themultifactor asset pricing model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3dc2a660b57a611b62554a4a0565a6f4
https://pubmed.ncbi.nlm.nih.gov/34465935
https://pubmed.ncbi.nlm.nih.gov/34465935
Publikováno v:
Journal of Quantitative Economics
Journal of Quantitative Economics, The Indian Econometric Society, In press
Journal of Quantitative Economics, The Indian Econometric Society, In press
International audience; Forecasts of spot or future prices for agricultural commodities make it possible to anticipate the favorableor above all unfavorable development of future profits from the exploitation of agricultural farmsor agri-food enterpr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52fac36f74c3b2313a52ca16d15a5c60
https://hal.umontpellier.fr/hal-03416349
https://hal.umontpellier.fr/hal-03416349