Sidi Mohamed Aly (Former)
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- 2014
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Mark
Forward variance dynamics: Bergomi’s model revisited.
(
- Contribution to journal › Article
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Mark
Option pricing for stochastic volatility models : Vol-of-Vol expansion
(
- Contribution to journal › Article
-
Mark
Market making and portfolio liquidation under uncertainty
(
- Contribution to journal › Article
- 2013
-
Mark
Monotonicity of Prices in Heston Model
(
- Contribution to journal › Article
-
Mark
Parameter sensitivity of CIR process
(
- Contribution to journal › Article
- 2011
-
Mark
Modélisation de la courbe de variance et modeles à volatilité stochastique
2011)(
- Thesis › Doctoral thesis (compilation)