Asma Khedher

Asma Khedher

University of Amsterdam - Amsterdam / Netherlands
Others
AD Scientific Index ID: 5928636
Universiteit van Amsterdam
person_outline Asma Khedher's MOST POPULAR ARTICLES
1-) Robustness of option prices and their deltas in markets modeled by jump-diffusionsFE Benth, G Di Nunno, A KhedherCommunications on Stochastic Analysis 5 (2), 285–307, 2011272011
2-) Affine pure-jump processes on positive Hilbert–Schmidt operatorsS Cox, S Karbach, A KhedherStochastic Processes and their Applications 151, 191-229, 2022152022
3-) An infinite‐dimensional affine stochastic volatility modelS Cox, S Karbach, A KhedherMathematical Finance 32 (3), 878-906, 2022152022
4-) Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumpsG Di Nunno, A Khedher, M VanmaeleApplied Mathematics & Optimization 72, 353-389, 2015152015
5-) Discretisation of FBSDEs driven by càdlàg martingalesA Khedher, M VanmaeleJournal of Mathematical Analysis and Applications 435 (1), 508-531, 2016142016