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Farid AitSahlia
Information about the author Farid AitSahlia will soon be added to the site.
Found
3 papers
in total
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Optimal crop planting schedules and financial hedging strategies under ENSO‐based climate forecasts
2011
This paper investigates the impact of ENSO‐based climate forecasts on optimal...
American option pricing under stochastic volatility: an efficient numerical approach
2010
This paper develops a new numerical technique to price an American option written upon...
American option pricing under stochastic volatility: an empirical evaluation
2010
Over the past few years, model complexity in quantitative finance has increased...
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