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Krichene, Noureddine:

2008

2007

2006

Title: Recent Dynamics of Crude Oil Prices

Author: Krichene, Noureddine

Series: Working Paper No. 06/299

Date: December 1, 2006

Subject: Crude oil Economic models Energy Oil prices Option pricing

2005

Title: Subordinated Levy Processes and Applications to Crude Oil Options

Author: Krichene, Noureddine

Series: Working Paper No. 05/174

Date: September 1, 2005

Subject: Option pricing

2004

2003

Title: Modeling Stochastic Volatility with Application to Stock Returns

Author: Krichene, Noureddine

Series: Working Paper No. 03/125

Date: June 1, 2003

1998