Sidi Mohamed Lalaoui Ben Cherif

Sidi Mohamed Lalaoui Ben Cherif

Université Chouaib Doukkali - El Jadida / Morocco
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4933792
جامعة شعيب الدكالي Chouaib Doukkali University
person_outline Sidi Mohamed Lalaoui Ben Cherif's MOST POPULAR ARTICLES
1-) Option pricing and sensitivity analysis in the Lévy forward process model Innovations in Derivatives Markets: Fixed Income Modeling, Valuation …, 2016
2-) Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes Applied Mathematical Finance 23 (3), 236-260, 2016
3-) Computation Of Greeks For Jump-Diffusion Models International Journal of Theoretical and Applied Finance 18 (06), 1550039, 2015
4-) Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics Workshop on Statistical Methods and Applications in Insurance and Finance, 39-80, 2013