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 |
|---|---|---|
| Efficient second-order weak scheme for stochastic volatility models Seminar on Stochastic Analysis, Random Fields and Applications VII | 2014-02-19 | Paper |
| Coupling index and stocks Quantitative Finance | 2014-01-17 | Paper |
| Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options Monte Carlo Methods and Applications | 2010-08-13 | Paper |
| High order discretization schemes for stochastic volatility models | 2009-08-13 | Paper |
| Experiences on enhancing data collection in large networks Computer Networks | 2009-05-19 | Paper |
| High order discretization schemes for stochastic volatility models (available as arXiv preprint) | 2009-01-01 | Paper |
| Exact retrospective Monte Carlo computation of arithmetic average Asian options Monte Carlo Methods and Applications | 2007-10-22 | Paper |
| Poisson transform on \(\mathbb{H}^3\) | 2001-11-27 | Paper |
Research outcomes over time
This page was built for person: Mohamed Sbai
