Toward a coherent Monte Carlo simulation of CVA. - Lokman A. Abbas-Turki; Aych I. Bouselmi; Mohammed A. Mikou (Monte Carlo Methods Appl., 2014)

The Critical Price of the American Put Near Maturity in the Jump Diffusion Model. - Aych I. Bouselmi; Damien Lamberton (SIAM J. Financial Math., 2016)