El Hadj Aly Dia (LAMA)

Identifiers

• name variant El Hadj Aly Dia (LAMA) 0.60 · backfill

Papers (3)

1. Continuity correction for barrier options in jump-diffusion models math.PR · 2010 · author #1
2. Connecting discrete and continuous lookback or hindsight options in exponential L\'evy models q-fin.CP · 2010 · author #1
3. Error bounds for small jumps of L\'evy processes q-fin.CP · 2010 · author #1

Mentions

• 1012.3882 #1 · backfill · confidence 0.70 El Hadj Aly Dia (LAMA)
• 1009.4886 #1 · backfill · confidence 0.70 El Hadj Aly Dia (LAMA)
• 1009.4884 #1 · backfill · confidence 0.70 El Hadj Aly Dia (LAMA)

Frequent Coauthors

• Damien Lamberton (LAMA) 2 shared papers