Mohammed Adam Mikou
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Person:1945045
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 |
|---|---|---|
| Toward a coherent Monte Carlo simulation of CVA Monte Carlo Methods and Applications | 2014-09-17 | Paper |
| Exercise boundary of the American put near maturity in an exponential Lévy model Finance and Stochastics | 2013-04-02 | Paper |
| The smooth-fit property in an exponential Lévy model Journal of Applied Probability | 2012-04-20 | Paper |
| The critical price for the American put in an exponential Lévy model Finance and Stochastics | 2009-08-08 | Paper |
Research outcomes over time
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