Discover open access scientific publications

Search, annotate, share and cite publications

Publications by M’hamed Eddahbi

Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model

Springer Proceedings in Mathematics and Statistics
Mathematics
2016English

Related publications

Cliquet Option Pricing in a Jump-Diffusion Lévy Model

Modern Stochastics: Theory and Applications
ModelingStatisticsUncertaintyProbabilitySimulation
2018English

Pricing Option CGMY Model

IOSR Journal of Mathematics
2017English

Binomial Option Pricing Model

2007English

Option Pricing Under the Variance Gamma Process

SSRN Electronic Journal
2004English

The Accelerated Binomial Option Pricing Model

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
1991English

Option Pricing in a Conditional Bilateral Gamma Model

SSRN Electronic Journal
2012English

Option Pricing Under a Stressed-Beta Model

Annals of Finance
EconomicsEconometricsFinance
2009English

A General Derivation of the Jump Process Option Pricing Formula

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
1986English

Option Pricing

English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy