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Details about Mohammed Adam Mikou

Workplace:Bank Al-Maghrib, (more information at EDIRC)

Access statistics for papers by Mohammed Adam Mikou.

Last updated 2019-05-23. Update your information in the RePEc Author Service.

Short-id: pmi825

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Working Papers


  1. Exercise Boundary of the American Put Near Maturity in an Exponential L\'evy Model
    Papers, Downloads
    See also Journal Article in Finance and Stochastics (2013)

Journal Articles


  1. Toward a coherent Monte Carlo simulation of CVA
    Monte Carlo Methods and Applications, 2014, 20, (3), 195-216 Downloads


  1. Exercise boundary of the American put near maturity in an exponential Lévy model
    Finance and Stochastics, 2013, 17, (2), 355-394 Downloads View citations (3)
    See also Working Paper (2011)


  1. The critical price for the American put in an exponential Lévy model
    Finance and Stochastics, 2008, 12, (4), 561-581 Downloads View citations (12)
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