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Kharrat, Computation of Conditional Expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options, Turkish Journal of Mathematics, Vol 41, pp

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Academic year: 2023

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-1 ىلع عقوملا Google Scholar

https://www.researchgate.net/profile/Mohamed_Kharrat6

2 - :ثاحبلاا ةمئاق

[1] M. Kharrat, Computation of Conditional Expectation based on the

multidimensional J-process using Malliavin calculus related to pricing American options, Turkish Journal of Mathematics, Vol 41, pp381-386, 2017.

[2] M. Kharrat, et al. Investigation of Perceived Stress and Quality of Life Assessment of pharm. D. Students at Ibn Sina National College in Saudia Arabia during 2016, Journal of Applied Pharmaceutical Science, Vol. 8(03), pp. 082-090, 2018

[3] M. Kharrat, Closed-Form Solution of European Option under Fractional Heston Model, Nonlinear Dynamics and Systems Theory, Vol 18 (2), pp 191- 195, 2018.

[4] M. Kharrat, Pricing American put option using Malliavin derivative under stochastic Volatility, Revista de la Unión Matemática Argentina, accepted, October 2018.

[5] Naifar, O., Nagy, A. M., Ben Makhlouf, A., Kharrat, M.,Hammami, M. A.

2019. Finite‐time stability of linear fractional‐order time‐delay systems. International Journal of Robust and Nonlinear Control 29 (1) , pp. 180-187. (10.1002/rnc.4388)

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