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Marouen Messaoud · Study

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Marouen Messaoud

2 works· latest 2007· 1 institutionscluster: provisional

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i102

Citations72

Works here2

06

07

Most cited in this library

Integration by parts formula for locally smooth laws and applications to sensitivity computations2007 · 44 citations
Computation of Greeks using Malliavin's calculus in jump type market models2006 · 28 citations

Works

2 shown

Integration by parts formula for locally smooth laws and applications to sensitivity computations

The Annals of Applied Probability·2007·3 authors·Open access

44citations

Computation of Greeks using Malliavin's calculus in jump type market models

Electronic Journal of Probability·2006·2 authors·Open access

28citations