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Raouf Ghomrasni · Study

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Raouf Ghomrasni

3 works· latest 2007· 3 institutionscluster: provisional

h-index3

i103

Citations155

Works here3

01

04

07

Most cited in this library

On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options2001 · 77 citations
Local times of ranked continuous semimartingales2007 · 52 citations
Local Time-Space Calculus and Extensions of Itô’s Formula2004 · 26 citations

Works

3 shown

Local times of ranked continuous semimartingales

Stochastic Processes and their Applications·2007·2 authors·Open access

52citations

Local Time-Space Calculus and Extensions of Itô’s Formula

Birkhäuser Basel eBooks·2004·2 authors·chapter

26citations

On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options

Revista Matemática Iberoamericana·2001·3 authors·Open access

77citations