Aych I. Bouselmi

According to our database1, Aych I. Bouselmi authored at least 2 papers between 2014 and 2016.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Links

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Bibliography

2016
The Critical Price of the American Put Near Maturity in the Jump Diffusion Model.
SIAM J. Financial Math., 2016

2014
Toward a coherent Monte Carlo simulation of CVA.
Monte Carlo Methods Appl., 2014


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