2
H index
1
i10 index
14
Citations
Bank Al-Maghrib | 2 H index 1 i10 index 14 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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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 |
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 | 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 |
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