BSc “Mathematics”, University of Khemis Miliana (2009), Khemis Miliana, Algeria
Research interests
Investment Under Uncertainty
American and Exotic options
Real Options
Mathematical Finance
Computational finance
Stochastic modeling
Work Experience
Academic
Assistant Professor, Finance & Accounting Academic Area, Rennes School of Business (September 2019 – Present), Rennes, France
Postdoctoral Associate, Mathematical Finance, Boston University Questrom School of Business (2017-2019), Boston, U.S.A.
Assistant Lecturer and Researcher (ATER), Finance, IUT Saint-Malo/ Univ. Rennes 1 (2015-2017), Saint-Malo, France
Instructor and Teaching Assistant, Finance, Univ. Rennes 1’s Graduate School of Management (2012-2015), Rennes, France
Intellectual contributions
Refereed Articles – Basic or Discovery Scholarship
Laminou-Abdou S., Moraux F., “Pricing and Hedging American and Hybrid Strangles with Finite Maturity”, Journal of Banking & Finance, volume 62C , 2016 : 112-125
Detemple, J., Laminou-Abdou, S., Moraux, F. (2020) American step options. European Journal of Operational Research, Volume 282, Issue 1, 1 April 2020, pp. 363-385
Detemple, J., Laminou-Abdou S., Moraux F. American Step Options. In: 36th AFFI Annual Meeting (French Finance Association), Quebec City, Canada, June 2019
Detemple, J., Laminou-Abdou S., Moraux F. American Step Options. In:10th Bachelier Finance Society world congress, Dublin, Ireland, July 2018
Laminou-Abdou S., Moraux F. On the contingent corporate decisions to invest and disinvest. In: 34th AFFI Annual Meeting (French Finance Association), Valence, France, June 2017
