vix.ing · top · new · best · stats · spec

Aych Bouselmi

  1. The Critical Price Of The American Put Near Maturity In The Jump Diffusion Model
    2014/06/25 by Aych Bouselmi, Bouselmi, Aych, Damien Lamberton +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · Social Sciences · #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Stochastic processes and financial applications #math.PR