Statistics
Publications
3
Citations
68
H-Index
3
Active since
2008
Affiliations
Salah Amraoui is an author at Université Paris 1 Panthéon-Sorbonne specializing in economics, copula models, and financial risk.
Publications per year
2008–2012
3
3
Optimal Stochastic Recovery for Base Correlation
Salah Amraoui, Sébastien Hitier · SSRN Electronic Journal · 2008 · 45 citations · Full text
Pricing CDOs with state-dependent stochastic recovery rates
Salah Amraoui, Laurent Cousot, Sébastien Hitier et al. · Quantitative Finance · 2012 · 13 citations
Pricing CDOs with State Dependent Stochastic Recovery Rates
Salah Amraoui, Laurent Cousot, Sébastien Hitier et al. · SSRN Electronic Journal · 2009 · 10 citations · Full text
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