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