Mohammed Miri
From MaRDI portal
Person:964691
Available identifiers
zbMath Open miri.mohammedMaRDI QIDQ964691
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Weak approximation of averaged diffusion processes | 2014-02-06 | Paper |
Analytical formulas for a local volatility model with stochastic rates | 2012-06-26 | Paper |
EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL | 2010-08-11 | Paper |
Time Dependent Heston Model | 2010-06-01 | Paper |
Smart expansion and fast calibration for jump diffusions | 2010-04-22 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Mohammed Miri