Citation profile for Mohammed Adam Mikou

Mohammed Adam Mikou : Citation Profile

Bank Al-Maghrib

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   6 years (2008 - 2014). See details.
   Cites by year: 2
   Journals where Mohammed Adam Mikou has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 1 (6.67 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi825
   Updated: 2023-11-04    RAS profile: 2019-05-23
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Relations with other researchers

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:

De Donno, Marzia (3)

Leung, Tim (1)

Scaillet, Olivier (1)

Nikitopoulos-Sklibosios, Christina (1)

Cites to:

merton, robert (2)

Main data

Where Mohammed Adam Mikou has published?

Journals with more than one article published	# docs
Finance and Stochastics	2

Recent works citing Mohammed Adam Mikou (2023 and 2022)

Year	Title of citing document
2023	American Exchange option driven by a L\evy process. (2023). Marah, Zakaria. In: Papers. RePEc:arx:papers:2307.10900. Full description at Econpapers \|\| Download paper
2023	Predicting the last zero before an exponential time of a spectrally negative Lévy process. (2023). Pedraza, Jose M ; Baurdoux, Erik J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119290. 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

Works by Mohammed Adam Mikou:

Year	Title	Type	Cited
2011	Exercise Boundary of the American Put Near Maturity in an Exponential L\evy Model In: Papers. [Full Text][Citation analysis]	paper	3
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: 3	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	11