Showing 1 - 2 results of 2 for search 'Boualem Djehiche', query time: 0.01s Refine Results
  1. 1
    Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market

    Analytical Pricing of Commodity Futures with Correlated Jumps and Seasonal Effects: An Empirical Study of Thailand’s Natural Rubber Market by Athinan Sutchada, Sanae Rujivan, Boualem Djehiche

    Published 2025-02-01
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  2. 2
    An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications

    An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications by Nopporn Thamrongrat, Chhaunny Chhum, Sanae Rujivan, Boualem Djehiche

    Published 2025-06-01
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