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Mohammed Miri · Study
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Author
Mohammed Miri
4 works
· latest 2013
· 1 institutions
cluster: provisional
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4
i10
4
Citations
308
Works here
4
09
10
13
Most cited in this library
Time Dependent Heston Model
2010 · 160 citations
Smart expansion and fast calibration for jump diffusions
2009 · 73 citations
EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL
2010 · 49 citations
Weak approximation of averaged diffusion processes
2013 · 26 citations
Works
4 shown
Weak approximation of averaged diffusion processes
Stochastic Processes and their Applications
·
2013
·
2 authors
·
Open access
26
citations
EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL
International Journal of Theoretical and Applied Finance
·
2010
·
3 authors
·
Open access
49
citations
Time Dependent Heston Model
SIAM Journal on Financial Mathematics
·
2010
·
3 authors
·
Open access
160
citations
Smart expansion and fast calibration for jump diffusions
Finance and Stochastics
·
2009
·
3 authors
73
citations