Sidi Mohamed Lalaoui Ben Cherif

Available identifiers

zbMath Open cherif.sidi-mohamed-lalaoui-benMaRDI QIDQ3195633

List of research outcomes

Publication	Date of Publication	Type
Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics	2018-11-30	Paper
Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model	2018-10-22	Paper
Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes	2018-09-06	Paper
https://portal.mardi4nfdi.de/entity/Q3195634	2015-10-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Sidi Mohamed Lalaoui Ben Cherif