Profil

ELRAHOULI Sami Abdul Latif

Main Referenced Co-authors
Main Referenced Keywords
Arbitrage (1); credit risk (1); Fractional Black Scholes (1); Fractional Brownian motion (1); intrest rate (1);
Main Referenced Disciplines
Mathematics (1)

Publications (total 1)

The most downloaded
8 downloads
Elrahouli, S. A. L. (2014). Financial modeling with Volterra Lévy processes and applications to option pricing, interest rates and credit risk modeling [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/16617 https://hdl.handle.net/10993/16617

Elrahouli, S. A. L. (2014). Financial modeling with Volterra Lévy processes and applications to option pricing, interest rates and credit risk modeling [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/16617

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