Mohamed Kharrat

Available identifiers

zbMath Open kharrat.mohamedMaRDI QIDQ4629737

List of research outcomes

Publication	Date of Publication	Type
Pricing Options Under Time-Fractional Model Using Adomian Decomposition	2023-07-31	Paper
Stability analysis for pricing European options regarding the interest rate generated by the time fractional Cox-Ingersoll-Ross processes	2023-07-13	Paper
Robust Bayesian approach to logistic regression modeling in small sample size utilizing a weakly informative student’s t prior distribution	2023-02-03	Paper
Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing	2022-09-02	Paper
https://portal.mardi4nfdi.de/entity/Q5085891	2022-06-30	Paper
Pricing American Put Options Using Malliavin Calculus with Optimal Localization Function	2022-04-05	Paper
Henry–Gronwall type q‐fractional integral inequalities	2021-07-30	Paper
Conditional expectation determination based on the J-process using Malliavin calculus applied to pricing American options	2020-03-12	Paper
https://portal.mardi4nfdi.de/entity/Q5227505	2019-08-06	Paper
Computation of conditional expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options	2019-05-02	Paper
Finite‐time stability of linear fractional‐order time‐delay systems	2019-03-28	Paper
https://portal.mardi4nfdi.de/entity/Q4686014	2018-10-09	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Mohamed Kharrat