4. Economy
  5. Quantitative Finance
  6. Pricing of Securities

Mohamed Sbai

Economy – Quantitative Finance – Pricing of Securities

Scientist

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Coupling Index and Stocks

Economy – Quantitative Finance – Pricing of Securities
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Exact retrospective Monte Carlo computation of arithmetic average Asian options

Economy – Quantitative Finance – Computational Finance
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High order discretization schemes for stochastic volatility models

Mathematics – Probability
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