3 citations · 3 across the 4 of their papers we have counts for
4 papers
Reinforcement Learning for Portfolio Optimization with a Financial Goal and Defined Time Horizons
Fermat Leukam, Rock Stephane Koffi, Prudence Djagba
This research proposes an enhancement to the innovative portfolio optimization approach using the G-Learning algorithm, combined with parametric optimization via the GIRL algorithm…
A fitted L-Multi-point Flux Approximation method for pricing options
Rock Stephane Koffi, Antoine Tambue
In this paper, we introduce a special kind of finite volume method called Multi-Point Flux Approximation method (MPFA) to price European and American options in two dimensional dom…
Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options
Rock S. Koffi, Antoine Tambue
In this paper, we deal with numerical approximations for solving the Black-Scholes Partial Differential Equation (PDE). This PDE is well known to be degenerated. The space discreti…
A Fitted Multi-Point Flux Approximation Method for Pricing two options
Rock Stephane Koffi, Antoine Tambue
In this paper, we develop novel numerical methods based on the Multi-Point Flux Approximation (MPFA) method to solve the degenerated partial differential equation (PDE) arising fro…