2
H index
1
i10 index
20
Citations
Bank Al-Maghrib | 2 H index 1 i10 index 20 Citations RESEARCH PRODUCTION: 3 Articles 5 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 Mikou. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Finance and Stochastics | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Near-Maturity Asymptotics of Critical Prices of American Put Options under Exponential L\{e}vy Models. (2025). Gong, Ruoting ; Jos'e E. Figueroa-L'opez, . In: Papers. RePEc:arx:papers:2512.17791. Full description at Econpapers || Download paper |
| 2025 | On the saddle point of a zero-sum stopper vs. singular-controller game. (2025). Bovo, Andrea ; de Angelis, Tiziano. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:182:y:2025:i:c:s0304414924002631. Full description at Econpapers || Download paper |
| 2024 | Lp optimal prediction of the last zero of a spectrally negative Lévy process. (2024). Pedraza, Jose M ; Baurdoux, Erik J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119468. Full description at Econpapers || Download paper |
| 2025 | On the last zero process with an application in corporate bankruptcy. (2025). Baurdoux, Erik J ; Pedraza, Jos M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128366. Full description at Econpapers || Download paper |
| 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 | 5 |
| 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 nother version. Agregated cites: 5 | article | |
| 2014 | Toward a coherent Monte Carlo simulation of CVA In: Monte Carlo Methods and Applications. [Full Text][Citation analysis] | article | 0 |
| 2023 | The Impact of the Basel III banking regulation on Moroccan banks In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Indice agrégé de stabilité financière au Maroc In: Document de travail. [Full Text][Citation analysis] | paper | 0 |
| 2022 | A DSGE model for macroprudential policy in Morocco In: Document de travail. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Impact de la réforme Ble III sur les banques marocaines In: Document de travail. [Citation analysis] | paper | 0 |
| 2008 | The critical price for the American put in an exponential Lévy model In: Finance and Stochastics. [Full Text][Citation analysis] | article | 15 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team