The following pages link to Mohammed Miri (Q964691):
Displaying 5 items.
- Smart expansion and fast calibration for jump diffusions (Q964692) (← links)
- Weak approximation of averaged diffusion processes (Q2434489) (← links)
- Analytical formulas for a local volatility model with stochastic rates (Q2893202) (← links)
- Time Dependent Heston Model (Q3563695) (← links)
- EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL (Q3580186) (← links)
