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Publications by Souleymane Laminou Abdou

Pricing and Hedging American and Hybrid Strangles With Finite Maturity

Journal of Banking and Finance

English

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Pricing and Hedging Contingent Claims With Regime Switching Risk

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Pricing and Hedging Basket Options With Exact Moment Matching

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Pricing and Hedging Look-Back Power Options

Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications

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Option Pricing and Hedging Bounds in Incomplete Markets

Journal of Derivatives & Hedge Funds

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Alternative Neural Network Approach for Option Pricing and Hedging

SSRN Electronic Journal

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Nonlinear Pricing With Finite Information

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Pricing and Hedging Derivative Securities With Neural Networks: Bayesian Regularization, Early Stopping, and Bagging

IEEE Transactions on Neural Networks

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Pricing American Options Using a Space-Time Adaptive Finite Difference Method

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Theoretical Computer Science

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Exponential Utility Optimization, Indifference Pricing and Hedging for a Payment Process

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