Abdelkoddousse Ahdida (CERMICS)

Identifiers

• name variant Abdelkoddousse Ahdida (CERMICS) 0.60 · backfill

Papers (2)

1. A Mean-Reverting SDE on Correlation matrices math.PR · 2011 · author #1
2. Exact and high order discretization schemes for Wishart processes and their affine extensions math.PR · 2010 · author #1

Mentions

• 1108.5264 #1 · backfill · confidence 0.70 Abdelkoddousse Ahdida (CERMICS)
• 1006.2281 #1 · backfill · confidence 0.70 Abdelkoddousse Ahdida (CERMICS)

Frequent Coauthors

• Aur\'elien Alfonsi (CERMICS) 2 shared papers