Othmane Islah

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Othmane Islah trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Alan L. Lewis

Who trusts Othmane Islah overall

  1. Bin Chen
  2. Cornelis W. Oosterlee
  3. H. V. D. Weide

Papers from Othmane Islah's perspective

Ordered by how strongly the researchers Othmane Islah trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. On validity of the asymptotic expansion approach in contingent claim analysis
  3. Option Pricing Using Fourier Transforms: A Numerically Efficient Simplification
  4. Option Valuation under Stochastic Volatility
  5. Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Operational Research)
  6. Volatility skews and extensions of the Libor market model
  7. Introductory Lectures on Fluctuations of Lévy Processes with Applications
  8. Non-Gaussian Merton-Black-Scholes theory
  9. Ruin probabilities and decompositions for general perturbed risk processes
  10. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)

Their papers