Concepedia

Raouf Ghomrasni

RG

2

Publications

133

Citations

2

H-Index

2001

Active since

Affiliations

Université Paris 8(Current)

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

Top concepts

Publications per year

2001–2007

2

Publications

2

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 · 2001 · 81 citations · Full text

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Local times of ranked continuous semimartingales

Adrian Banner, Raouf Ghomrasni · Stochastic Processes and their Applications · 2007 · 52 citations · Full text

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