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ORCIDJules Sadefo Kamdem
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2020 – today
- 2024
[j10]Eric Djeutcha, Jules Sadefo Kamdem
:
Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model. Ann. Oper. Res. 334(1): 101-131 (2024)- 2022
- [j9]Alfred Mbairadjim Moussa, Jules Sadefo Kamdem:
A fuzzy multifactor asset pricing model. Ann. Oper. Res. 313(2): 1221-1241 (2022) - [j8]Gaston Clément Nyassoke Titi, Jules Sadefo Kamdem, Louis Aimé Fono:
Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach. Math. Methods Oper. Res. 95(2): 297-326 (2022) - 2021
- [j7]Justin Dzuche, Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono:
On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return. Ann. Oper. Res. 300(2): 355-368 (2021) - [j6]Jules Sadefo Kamdem, Babel Raïssa Guemdjo Kamdem, Carlos Ougouyandjou:
S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes. New Math. Nat. Comput. 17(1): 191-213 (2021) - 2020
- [j5]Justin Dzuche, Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono:
The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection. New Math. Nat. Comput. 16(2): 271-290 (2020)
2010 – 2019
- 2017
- [j4]Christian Deffo Tassak, Jules Sadefo Kamdem, Louis Aimé Fono, Nicolas Gabriel Andjiga:
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns. J. Oper. Res. Soc. 68(12): 1491-1502 (2017) - 2014
- [j3]Jules Sadefo Kamdem:
Generalized Integral Transforms with the Homotopy Perturbation Method. J. Math. Model. Algorithms Oper. Res. 13(2): 209-232 (2014) - 2010
- [j2]Jules Sadefo Kamdem:
Sharp estimates for the CDF of quadratic forms of MPE random vectors. J. Multivar. Anal. 101(8): 1755-1771 (2010)
2000 – 2009
- 2008
- [j1]Jules Sadefo Kamdem, Alan Genz:
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. Comput. Stat. Data Anal. 52(7): 3389-3407 (2008) - 2003
- [i1]Jules Sadefo Kamdem:
Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities with mixture of elliptic Distributed Risk Factors. CoRR cs.CE/0310043 (2003)
Coauthor Index
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