Moustapha Pemy
Towson University
Dr. Moustapha Pemy is an Associate Professor of Mathematics at Towson University. He was the Director of the Graduate Program in Applied and Industrial Mathematics from 2013 to 2016. He holds a Ph.D. in Applied Mathematics from the University of Georgia, a Diploma in Mathematics from the Abdus Salam International Centre for Theoretical Physics, a DEA and Master degree from the University of Yaoundé 1. His research interests include: Stochastic Analysis, Control Theory, Mathematical Finance, Mathematical Economics, and Applied Probability. He has authored and coauthored numerous peer reviewed papers on those topics. Before joining the Mathematics department at Towson University in 2006, he held a postdoctoral position at the Center for Research in Scientific Computation at the North Carolina State University and at the Statistical and Applied Mathematical Sciences Institutes.
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Articles by Moustapha Pemy
Optimal extraction and taxation of strategic natural resources: a differential game approach
This paper studies the optimal extraction and taxation of nonrenewable natural resources.
Optimal oil production under mean-reverting Lévy models with regime switching
This paper models the evolution of the oil price as a mean-reverting regime-switching jump–diffusion process.