Mohamed Sbai (CERMICS)

Identifiers

• name variant Mohamed Sbai (CERMICS) 0.60 · backfill

Papers (3)

1. Coupling Index and Stocks q-fin.PR · 2009 · author #2
2. High order discretization schemes for stochastic volatility models math.PR · 2009 · author #2
3. Exact retrospective Monte Carlo computation of arithmetic average Asian options q-fin.CP · 2007 · author #2

Mentions

• 0911.2834 #2 · backfill · confidence 0.70 Mohamed Sbai (CERMICS)
• 0908.1926 #2 · backfill · confidence 0.70 Mohamed Sbai (CERMICS)
• 0704.1433 #2 · backfill · confidence 0.70 Mohamed Sbai (CERMICS)

Frequent Coauthors

• Benjamin Jourdain (CERMICS) 3 shared papers