Details about Mohammed Adam Mikou
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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Journal Articles
Working Papers
2011
- Exercise Boundary of the American Put Near Maturity in an Exponential L\'evy Model
Papers, arXiv.org 
See also Journal Article Exercise boundary of the American put near maturity in an exponential Lévy model, Finance and Stochastics, Springer (2013)
View citations (4) (2013)
Journal Articles
2014
- Toward a coherent Monte Carlo simulation of CVA
Monte Carlo Methods and Applications, 2014, 20, (3), 195-216
2013
- Exercise boundary of the American put near maturity in an exponential Lévy model
Finance and Stochastics, 2013, 17, (2), 355-394
View citations (4)
See also Working Paper Exercise Boundary of the American Put Near Maturity in an Exponential L\'evy Model, Papers (2011)
(2011)
2008
- The critical price for the American put in an exponential Lévy model
Finance and Stochastics, 2008, 12, (4), 561-581
View citations (13)