Aych Bouselmi

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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
The critical price of the American put near maturity in the jump diffusion model
SIAM Journal on Financial Mathematics
2016-05-20Paper
Toward a coherent Monte Carlo simulation of CVA
Monte Carlo Methods and Applications
2014-09-17Paper


Research outcomes over time


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