Raouf Ghomrasni - Concepedia

Author

Raouf Ghomrasni

Also Known As

Ghomrasni, Raouf, R. Ghomrasni, Raouf Ghomrasni

Publications

183

Citations

H-Index

Concepts

All Affiliations

Raouf Ghomrasni is an author at Université Paris 8 specializing in probability theory, engineering, and stochastic calculus.

#	Concept	H-Index	Publications	Citations
1	Engineering	2	2	133
2	Probability Theory	2	2	133
3	Business	1	1	81
4	Asset Pricing	1	1	81
5	Statistics	1	1	52

Raouf Ghomrasni

Publications

133

Citations

H-Index

Page 1

	Year	Citations
On certain Markov processes attached to exponential functionals of Brownian motion; application to Asian options Catherine Donati-Martin, Raouf Ghomrasni, Marc Yor Revista Matemática Iberoamericana Option PricingExponential FunctionalsAsset PricingEngineeringIntegrable Probability	2001	81
Local times of ranked continuous semimartingales Adrian Banner, Raouf Ghomrasni Stochastic Processes and their Applications EngineeringRanked Continuous SemimartingalesStochastic CalculusStochastic Dynamical SystemProbability Theory	2007	52

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