2
H index
0
i10 index
11
Citations
Bank Al-Maghrib | 2 H index 0 i10 index 11 Citations RESEARCH PRODUCTION: 3 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mohammed Adam Mikou. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Finance and Stochastics | 2 |
Year | Title of citing document |
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2021 | Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential L\evy models. (2021). Schwab, Christoph ; Gonon, Lukas. In: Papers. RePEc:arx:papers:2101.11897. Full description at Econpapers || Download paper |
2022 | Optimal exercise of American put options near maturity: A new economic perspective. (2022). De Donno, Marzia ; Gajda, Janusz ; Battauz, Anna ; Sbuelz, Alessandro. In: Review of Derivatives Research. RePEc:kap:revdev:v:25:y:2022:i:1:d:10.1007_s11147-021-09180-w. Full description at Econpapers || Download paper |
2021 | Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models. (2021). Schwab, Christoph ; Gonon, Lukas. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:4:d:10.1007_s00780-021-00462-7. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Exercise Boundary of the American Put Near Maturity in an Exponential L\evy Model In: Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Exercise boundary of the American put near maturity in an exponential Lévy model.(2013) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2014 | Toward a coherent Monte Carlo simulation of CVA In: Monte Carlo Methods and Applications. [Full Text][Citation analysis] | article | 0 |
2008 | The critical price for the American put in an exponential Lévy model In: Finance and Stochastics. [Full Text][Citation analysis] | article | 9 |
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