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Mimouni, Karim's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,301 |
Total
Citations
52 |
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1.
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Christoffersen, Peter
University of Toronto - Rotman School of Management Jacobs, Kris
University of Houston - C.T. Bauer College of Business Mimouni, Karim
McGill University - Desautels Faculty of Management
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24 Aug 06
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Last Revised:
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25 Sep 09
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1,697
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25
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Stochastic volatility, option valuation, particle filtering, skewness, kurtosis, mean reversion
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2.
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Christoffersen, Peter
University of Toronto - Rotman School of Management Jacobs, Kris
University of Houston - C.T. Bauer College of Business Karoui, Lotfi
Goldman, Sachs & Co Mimouni, Karim
McGill University - Desautels Faculty of Management
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18 Jun 08
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Last Revised:
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01 Aug 09
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399
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term structure models, Kalman filtering, nonlinearity, swaps
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3.
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Christoffersen, Peter
University of Toronto - Rotman School of Management Jacobs, Kris
University of Houston - C.T. Bauer College of Business Mimouni, Karim
McGill University - Desautels Faculty of Management
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205
(73,771)
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24
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Stochastic volatility, option valuation, particle filtering, skewness, kurtosis, mean
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Records 1 -
3
of 3 matches
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