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Details about Mohammed Adam Mikou

Homepage:http://mmi.perso.eisti.fr/
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

2011

  1. Exercise Boundary of the American Put Near Maturity in an Exponential L\'evy Model
    Papers, arXiv.org Downloads
    See also Journal Article Exercise boundary of the American put near maturity in an exponential Lévy model, Finance and Stochastics, Springer (2013) Downloads View citations (4) (2013)

Journal Articles

2014

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

2013

  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 (4)
    See also Working Paper Exercise Boundary of the American Put Near Maturity in an Exponential L\'evy Model, Papers (2011) Downloads (2011)

2008

  1. The critical price for the American put in an exponential Lévy model
    Finance and Stochastics, 2008, 12, (4), 561-581 Downloads View citations (13)
 
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