Farid AitSahlia

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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!

PublicationDate of PublicationType
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts
Annals of Operations Research
2012-03-08Paper
American option pricing under stochastic volatility: an efficient numerical approach
Computational Management Science
2010-05-10Paper
American option pricing under stochastic volatility: an empirical evaluation
Computational Management Science
2010-05-10Paper
Optimal execution of time-constrained portfolio transactions2008-09-09Paper
Corrected random walk approximations to free boundary problems in optimal stopping
Advances in Applied Probability
2007-11-12Paper
Random walk duality and the valuation of discrete lookback options
Applied Mathematical Finance
2002-09-04Paper
scientific article; zbMATH DE number 1069621 (Why is no real title available?)1998-11-01Paper


Research outcomes over time


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