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Aych I. Bouselmi
Publication Activity (10 Years)
Years Active: 2014-2016
Publications (10 Years): 1
Top Topics
Information Diffusion
Diffusion Models
Denoising
Monte Carlo Simulation
Top Venues
Monte Carlo Methods Appl.
SIAM J. Financial Math.
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Publications
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Aych I. Bouselmi
,
Damien Lamberton
The Critical Price of the American Put Near Maturity in the Jump Diffusion Model.
SIAM J. Financial Math.
7 (1) (2016)
Lokman A. Abbas-Turki
,
Aych I. Bouselmi
,
Mohammed A. Mikou
Toward a coherent Monte Carlo simulation of CVA.
Monte Carlo Methods Appl.
20 (3) (2014)