Armand Ngoupeyou

发表

Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump

Idris Kharroubi, T. Lim, Armand Ngoupeyou, 2012, 1206.3693.

Quadratic Exponential Semimartingales and Application to BSDEs with jumps

N. Karoui, A. Matoussi, Armand Ngoupeyou, 2016, 1603.06191.

The use of BSDEs to characterize the mean–variance hedging problem and the variance optimal martingale measure for defaultable claims

Armand Ngoupeyou, S. Goutte, 2015 .

Mean-Variance Hedging Under Multiple Defaults Risk

Armand Ngoupeyou, S. Goutte, S'ebastien Choukroun, 2015 .

American put option on a defaultable asset and option based portfolio insurance

Armand Ngoupeyou, E. Chevalier, 2011 .

Optimization problem and mean variance hedging on defaultable claims

Armand Ngoupeyou, S. Goutte, 2012, 1209.5953.

Pricing and Hedging Defaultable Claim

Armand Ngoupeyou, S. Goutte, 2011 .

Robust utility maximization problem in model with jumps and unbounded claim

M. Jeanblanc, A. Matoussi, Armand Ngoupeyou, 2012, 1201.2690.

Robust utility maximization problem in a discontinuous filtration

M. Jeanblanc, A. Matoussi, Armand Ngoupeyou, 2012 .

DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL

Armand Ngoupeyou, Stéphane Goutte, 2013 .