Mohammed Miri
From MaRDI portal
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 |
|---|---|---|
| Weak approximation of averaged diffusion processes Stochastic Processes and their Applications | 2014-02-06 | Paper |
| Analytical formulas for a local volatility model with stochastic rates Quantitative Finance | 2012-06-26 | Paper |
| Expansion formulas for European options in a local volatility model International Journal of Theoretical and Applied Finance | 2010-08-11 | Paper |
| Time dependent Heston model SIAM Journal on Financial Mathematics | 2010-06-01 | Paper |
| Smart expansion and fast calibration for jump diffusions Finance and Stochastics | 2010-04-22 | Paper |
Research outcomes over time
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