Mohammed Mikou
- Exercise Boundary of the American Put Near Maturity in an Exponential Lévy Model
2011/05/02 by Damien Lamberton, Lamberton, Damien, Mohammed Mikou +1 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #60G40 #60G51 #91G20 #FOS: Economics and business #Financial Markets and Investment Strategies #Insurance, Mortality, Demography, Risk Management #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications #msc:60G40 #msc:60G51 #msc:91G20 #q-fin.PR