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

Working Papers

2011

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

Journal Articles

2014

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

2013

2. 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)

2008

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