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Romuald Hervé Momeya

Observed names: Momeya, Romual Herve, ROMUALD MOMEYA, Romuald Momeya, romuald hervé momeya
OpenAlex ID: A5060096223
A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications
2017 · Olivier Menoukeu-Pamen, Romuald Hervé Momeya · Mathematical Methods of Operations Research · 17
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On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model
2014 · Romuald Hervé Momeya, Manuel Morales · Methodology And Computing In Applied Probability · 8
The Minimal Entropy Martingale Measure (MEMM) for a Markov-Modulated Exponential Lévy Model
2011 · Romuald Hervé Momeya, Zied Ben Salah · Asia-Pacific Financial Markets · 7
Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model
2018 · Romuald Momeya · Stochastics · 4
Local Risk-minimization Under a Partially Observed Markov-modulated Exponential Lévy Model
2011 · Romuald Hervé Momeya, Olivier Menoukeu Pamen · NORA - Norwegian Open Research Archives · 1
Local Risk-minimization Under Markov-modulated Exponential Lévy Model
2015 · OLIVIER MENOUKEU-PAMEN, ROMUALD MOMEYA · International Journal of Theoretical and Applied Finance
A Maximum Principle for Markov Regime-Switching Forward Backward Stochastic Differential Games and Applications
2014 · Pamen, Olivier Menoukeu, Momeya, Romual Herve · arXiv (Cornell University)
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The Minimal Entropy Martingale Measure (MEMM) for a Markov-Modulated Lévy Model
2010 · Zied Ben Salah, romuald hervé momeya · SSRN Electronic Journal
Works count: 8
Citation count: 37
H-index: 4
I10-index: 1
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