Nabil Tahani

York University - Atkinson School of Administrative Studies

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

http://www.yorku.ca/ntahani

SCHOLARLY PAPERS

3

DOWNLOADS
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836

SSRN CITATIONS

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CROSSREF CITATIONS

6

Scholarly Papers (3)

Heterogeneous Basket Options Pricing Using Analytical Approximations

Multinational Finance Journal, 2011, vol. 15 no. 1/2, pp. 47-85
Number of pages: 24 Posted: 27 Feb 2006 Last Revised: 22 Jun 2016
HEC Montreal - Department of Finance, HEC Montreal - Department of Decision Sciences, IESEG School of Management and York University - Atkinson School of Administrative Studies
Downloads 416 (69,936)
Citation 4

Abstract:

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Basket Options, Options Pricing, Analytical Approximations, Monte Carlo Simulation

Heterogeneous Basket Options Pricing Using Analytical Approximations

Multinational Finance Journal, Vol. 15, No. 1/2, p. 47-85, 2011
Number of pages: 39 Posted: 25 Jun 2015
HEC Montreal - Department of Finance, HEC Montreal - Department of Decision Sciences, IESEG School of Management and York University - Atkinson School of Administrative Studies
Downloads 18 (561,788)

Abstract:

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Basket Options; Options Pricing; Analytical Approximations; Monte Carlo Simulation

2.

Sustainable Retirement Income for the Socialite, the Gardener and the Uninsured

Financial Services Review, 2011
Number of pages: 22 Posted: 29 May 2007 Last Revised: 09 Jan 2011
Chris Robinson and Nabil Tahani
York University - School of Administrative Studies and York University - Atkinson School of Administrative Studies
Downloads 402 (73,573)
Citation 3

Abstract:

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probability of ruin, stochastic present value, sustainable retirement, stochastic consumption

3.

Exotic Options Pricing Under Stochastic Volatility

Canada Research Chair in Risk Management Working Paper No. 05-01
Posted: 24 Jan 2004
Nabil Tahani
York University - Atkinson School of Administrative Studies

Abstract:

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Option pricing, Exotic options, Digital barrier options, Mean reversion, Stochastic volatility, Frobenius series