Amel Bentata

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
Short-time asymptotics for marginal distributions of semimartingales (available as arXiv preprint)	2012-01-01	Paper
Mimicking the marginal distributions of a semimartingale	2009-10-21	Paper
Mimicking the marginal distributions of a semimartingale (available as arXiv preprint)	2009-01-01	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
A note about conditional Ornstein-Uhlenbeck processes (available as arXiv preprint)	2008-01-01	Paper
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon (available as arXiv preprint)	2008-01-01	Paper
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part B : The finite time horizon (available as arXiv preprint)	2008-01-01	Paper

Research outcomes over time

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