Concepedia

Mohammed Miri

MM

Statistics

Publications

7

Citations

369

H-Index

7

Active since

2008

Affiliations

École Polytechnique(Current)

Laboratoire de Mathématiques Blaise Pascal

Centre de Mathématiques Appliquées de l'École polytechnique

Centre National de la Recherche Scientifique

Clinique Hartmann

Mohammed Miri is an author at École Polytechnique specializing in option pricing models, economics, and business.

Publications per year

2008–2013

7

Publications

7

Time Dependent Heston Model

Eric Benhamou, Emmanuel Gobet, Mohammed Miri · SIAM Journal on Financial Mathematics · 2010 · 155 citations · Full text

, , +17

Smart expansion and fast calibration for jump diffusions

Eric Benhamou, Emmanuel Gobet, Mohammed Miri · Finance and Stochastics · 2009 · 72 citations

, , +17

EXPANSION FORMULAS FOR EUROPEAN OPTIONS IN A LOCAL VOLATILITY MODEL

Eric Benhamou, Emmanuel Gobet, Mohammed Miri · International Journal of Theoretical and Applied Finance · 2010 · 49 citations · Full text

, , +12

Time Dependent Heston Model

Eric Benhamou, Emmanuel Gobet, Mohammed Miri · SSRN Electronic Journal · 2009 · 30 citations · Full text

, , +17

Weak approximation of averaged diffusion processes

Emmanuel Gobet, Mohammed Miri · Stochastic Processes and their Applications · 2013 · 26 citations · Full text

, , +10

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