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MAKacef

PhD student in Financial Mathematics and Actuarial Science at University of Sciences and Technology Houari Boumediene (USTHB), Algeria.

My email address : mohamedamine.kacef@etu.usthb.dz

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  • AmineKacef
  • Member for 4 years, 10 months
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  • Last seen Jan 6 at 16:24

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6 Variance of a time integral with respect to a Brownian Motion function Dec 29 '19
4 Girsanov theorem and stopping time Mar 2 '18
4 On the reflection of a stochastic integral May 1 '16
3 How to show that the exponential Vasicek model is not an affine term-structure model? May 3 '16
2 About buying and selling a cumulative parisian options Dec 23 '18
2 What is the distribution of Brownian Bridge over a given time interval? Apr 19 '16
1 How to show the equality of these two events? Oct 20 '16
1 On the construction of a Brownian motion from a Gaussian process Apr 18 '16
1 Are there really closed-form pricing formulas? [closed] Jan 2
1 On Geometric Brownian motion and Itô's formula Mar 25 '20
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