Amel Bentata
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Forward equations for option prices in semimartingale models Finance and Stochastics | 2015-08-04 | Paper |
| Short-time asymptotics for marginal distributions of semimartingales | 2012-02-06 | Paper |
| Mimicking the marginal distributions of a semimartingale | 2009-10-21 | Paper |
| From Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon | 2008-07-04 | Paper |
| From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon | 2008-06-02 | Paper |
| A note about conditional Ornstein-Uhlenbeck processes | 2008-01-21 | Paper |
Research outcomes over time
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