Sidi Mohamed Ould Aly

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All published works

Action	Title	Year	Authors
+	Moment explosions, implied volatility and local volatility at extreme strikes	2016	Sidi Mohamed Ould Aly
+	Moment explosion and tail asymptotics for the ckls process	2016	Sidi Mohamed Ould Aly
+ PDF Chat	From moment explosion to the asymptotic behavior of the cumulative distribution for a random variable	2016	Sidi Mohamed Ould Aly
+	On The Distribution Tail Of Stochastic Differential Equations: The One-Dimensional Case	2016	Sidi Mohamed Ould Aly
+	Moment explosions, implied volatility and local volatility at extreme strikes	2016	Sidi Mohamed Ould Aly
+	On The Distribution Tail Of Stochastic Differential Equations: The One-Dimensional Case	2015	Sidi Mohamed Ould Aly
+	A framework for the modeling of order book dynamics based on event sizes	2013	Kaj Nyström Sidi Mohamed Ould Aly
+	From moment explosions to the asymptotic behavior of the cumulative distribution	2013	Sidi Mohamed Ould Aly
+	A framework for the modeling of order book dynamics based on event sizes	2013	Kaj Nyström Sidi Mohamed Ould Aly
+	From moment explosion to the asymptotic behavior of the cumulative distribution for a random variable	2012	Sidi Mohamed Ould Aly
+	From moment explosion to the asymptotic behavior of the cumulative distribution for a random variable	2012	Sidi Mohamed Ould Aly

Common Coauthors

Coauthor	Papers Together
Kaj Nyström	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Smile Asymptotics II: Models with Known Moment Generating Functions	2008	Shalom Benaim Peter K. Friz	3
+ PDF Chat	On Small-Noise Equations with Degenerate Limiting System Arising from Volatility Models	2015	Giovanni Conforti Stefano De Marco Jean‐Dominique Deuschel	2
+ PDF Chat	Application of Tauberian Theorem to the Exponential Decay of the Tail Probability of a Random Variable	2007	Kenji Nakagawa	2
+ PDF Chat	Probability distribution of returns in the Heston model with stochastic volatility*	2002	Adrian A. Drǎgulescu Victor M. Yakovenko	2
+	A comparison theorem for solutions of stochastic differential equations and its applications	1977	Nobuyuki Ikeda Shinzo Watanabe	2
+ PDF Chat	Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models	2009	Archil Gulisashvili Elias M. Stein	2
+	Regular Variation	1987	Ν. H. Bingham Charles M. Goldie J. L. Teugels	1
+	Point Spectra of Some Mutually Exciting Point Processes	1971	Alan G. Hawkes	1
+ PDF Chat	Smile Asymptotics II: Models with Known Moment Generating Functions	2008	Shalom Benaim Peter K. Friz	1
+	A survey of average contractive iterated function systems	2011	Örjan Stenflo	1
+ PDF Chat	Bessel diffusions as a one-parameter family of diffusion processes	1973	Tokuzo Shiga Shinzo Watanabe	1
+ PDF Chat	Iterated random functions	2017	Persi Diaconis David A. Freedman	1
+ PDF Chat	On refined volatility smile expansion in the Heston model	2011	Peter K. Friz Stefan Gerhold Archil Gulisashvili Stephan Sturm	1
+	Smile Asymptotics II: Models with Known Moment Generating Function	2006	Shalom Benaim Peter K. Friz	1