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Khedher, A.; Vanmaele, M.
Discretisation of FBSDEs driven by CÀDLÀG martingales
Submitted paper
2015
Daveloose, C.; Khedher, A.; Vanmaele, M.
Quantification of model risk in quadratic hedging in finance
submitted paper
2015
Daveloose, C.; Khedher, A.; Vanmaele, M.
Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting
submitted paper
2015
Benth, F. E.; Di Nunno, G.; Khedher, A.; Schmeck, M. D.
Pricing of spread options on a bivariate jump-market and stability to model risk
37-44
Handelingen Contactforum "Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance"
Brussels, Belgium
2012
Di Nunno, G.; Khedher, A.; Vanmaele; M.
Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps
17-28
Handelingen Contactforum "Actuarial and Financial Mathematics Conference, Interplay between Finance and Insurance"
Brussels, Belgium
2013
Khedher, A.; Schulz, T.
Optionsbewertung in exponentiellen Lévy-Modellen
Risiko Manager
2014
20
13-18
Khedher, A.; Scherer, M.
Was sind Lévy-Prozesse?
RISIKO MANAGER
2014
15
6-13
Khedher, A.; Scherer, M.; Schulz, T.
Statistische Eigenschaften und historische Parameterschätzung
RISIKO MANAGER
2014
17
8-14
Benth, F. E.; Di Nunno, G.; Khedher, A.; Schmeck, M. D.
Pricing of spread options on a bivariate jump market and stability to model risk
Applied Mathematical Finance
2015
22
1
28-62
Daveloose, C.; Khedher, A.; Vanmaele, M.
Robustness of quadratic hedging strategies in finance via fourier transforms
submitted paper
2014
-
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