S. M. Ould Aly

Available identifiers

Publication	Date of Publication	Type
Forward Variance Dynamics: Bergomi’s Model Revisited	2018-09-11	Paper
From Moment Explosion to the Asymptotic Behavior of the Cumulative Distribution for a Random Variable	2017-10-16	Paper
Moment explosions, implied volatility and local volatility at extreme strikes	2016-01-26	Paper
On The Distribution Tail Of Stochastic Differential Equations: The One-Dimensional Case	2016-01-15	Paper
Option Pricing for Stochastic Volatility Models: Vol-of-Vol Expansion	2015-01-20	Paper
MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY	2014-09-25	Paper
Parameter sensitivity of CIR process	2014-09-22	Paper
A framework for the modeling of order book dynamics based on event sizes	2013-11-29	Paper
Monotonicity of prices in Heston model	2013-07-24	Paper

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