Khedher, A.; Vanmaele, M.
Discretisation of FBSDEs driven by CÀDLÀG martingales
Journal of Mathematical Analysis and Applications
2015

Daveloose, C.; Khedher, A.; Vanmaele, M.
Quantification of model risk in quadratic hedging in finance
Stochastics of Environmental and Financial Economics
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
Stochastic Analysis and Applications
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
Applied Mathematical Finance
2015
22
1
28-62

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

Daveloose, C.; Khedher, A.; Vanmaele, M.
Robustness of quadratic hedging strategies in finance via fourier transforms
submitted paper
2014
-

Di Nunno, G.; Khedher, A.; Vanmaele, M.
Robustness of quadratic hedging strategies via backward stochastic differential equations
accepted for publication in Applied Mathematics and Optimization
2014
-

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