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News
Seminar lecture by Dr. Asma Khedher, University of Amsterdam...
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Dr. Asma Khedher from University of Amsterdam will give a seminar lecture with the title: Ornstein-Uhlenbeck processes and affine stochastic ...
Telephone & Addresses
Pricing of commodity derivatives on processes with memory
ideas.repec.org
Fred Espen Benth & Asma Khedher & Mich`ele Vanmaele, "Pricing of commodity derivatives on processes with memory," Papers , arXiv.org.
Network Profiles
Facebook: Asma Khedher | Facebook
Asma Khedher est sur Facebook. Inscrivez-vous sur Facebook pour communiquer avec Asma Khedher et d'autres personnes que vous pouvez connaître.
Heritage
Asma Khedher - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
Search; About MGP. Mission; News; Staff; Recognition; Acknowledgments; Links; FAQs; Posters; Submit Data; Contact; The Mathematics Genealogy Project is in need of ...
Fred Benth - The Mathematics Genealogy Project
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Asma Khedher: Universitetet i Oslo: 2011: ... The Mathematics Genealogy Project is in need of funds to help pay for student help and other associated costs.
Books & Literature
Robustness of locally risk-minimizing hedging strategies in finance...
biblio.ugent.be
Robustness of locally risk-minimizing hedging strategies in finance via backward stochastic differential equations with jumps Giulia Di Nunno, Asma Khedher and ...
Representations for conditional expectations and applications to...
biblio.ugent.be
Daveloose, Catherine, Asma Khedher, and Michèle Vanmaele “Representations for Conditional Expectations and Applications to ...
Quantum Probability And Infinite Dimensional Analysis - Proceedings...
books.google.com.ua
This is the proceedings of the 29th Conference on Quantum Probability and Infinite Dimensional Analysis, which was held in Hammamet, Tunisia.
Stochastics of Environmental and Financial Economics: Centre of...
books.google.com.ua
Asma Khedher thanks the KPMG Center of Excellence in Risk Management for the financial support. The research by Asma Khedher and Michèle Vanmaele was carried out with support of CAS - Centre of Advanced Study, at the Norwegian Academy of Science and Letter, research program SEFE. Michèle Vanmaele ...
Related Documents
[ ] Robustness of quadratic hedging strategies in finance via...
arxiv.org
Authors: Giulia Di Nunno, Asma Khedher, Michele Vanmaele. (Submitted on 18 Dec 2013). Abstract: We consider a backward stochastic differential equation with jumps (BSDEJ) which is driven by a Brownian motion and a Poisson random measure. We present two candidate-approximations to this BSDEJ and we prove ...
Abstracts | 8th World Congress
www.bacheliercongress.com
Asma Khedher (Technical University of munich, Germany) Joint work with Thorsten Schulz and Michèle Vanmaele. Tuesday June 3, 11:00-11:30 | session 1.3 | Hedging
Malliavin calculus - PDFSEARCH.IO - Document Search Engine
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Plan Robustness of option prices and their deltas in markets modelled by jump-diffusions Asma Khedher Centre of Mathematics for Applications. Source URL: ...
Scientific Publications
dblp: Catherine Daveloose
dblp.uni-trier.de
List of computer science publications by Catherine Daveloose
Publications
Quantification of Model Risk in Quadratic Hedging in Finance |...
link.springer.com
In this paper the effect of the choice of the model on partial hedging in incomplete markets in finance is estimated. In fact we compare the quadratic hedging...
(Asma) - tailflip.com
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Embattled president process, since /cachedsimilarasma arab stock.Islam, en islam, en línea (Asma) /asma-khedher/cachedsimilarasma khedher finished.
Robustness of Quadratic Hedging Strategies in Finance via Backward...
link.springer.com
Asma Khedher (3) Michèle Vanmaele (4) Author Affiliations. 1. Center of Mathematics for Applications, University of Oslo, PO Box 1053, Blindern, 0316, Oslo, Norway ...
The Fascination of Probability, Statistics and their Applications |...
link.springer.com
Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability...
Video & Audio
YouTube
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Auf YouTube findest du großartige Videos und erstklassige Musik. Außerdem kannst du eigene Inhalte hochladen und mit Freunden oder mit der ganzen Welt teilen.
Reports & Statements
100 participants at first UvA Quants Career event | UvA Quants
uvaquants.wordpress.com
On Friday 23 September the first UvA Quants Event was held with dr. Asma Khedher from Korteweg de Vries Institute as the main organizer. 70 students and
Contact | UvA Quants
uvaquants.wordpress.com
General contact Marieke Kranenburg / Asma Khedher Korteweg - de Vries Institute for Mathematics University of Amsterdam P.O. Box GE Amsterdam The...
Research groups | UvA Quants
uvaquants.wordpress.com
Stochastics programme - Korteweg - de Vries Institute Contact person: dr. Asma Khedher Short description All phenomena in science and society are ruled by...
Miscellaneous
Asma Khedher | LinkedIn
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View Asma Khedher’s professional profile on LinkedIn. LinkedIn is the world's largest business network, helping professionals like Asma Khedher discover inside ...
Asma Khedher (asma_05_06) auf Pinterest
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Averigua lo que Asma Khedher (asma_05_06) ha descubierto en Pinterest, la mayor colección de ideas del mundo.
Demandes Emploi Tunisie :: Asma KHEDHER (Maitrise)
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Demandes d'emploi en tunisie,Demande d'emploi , Asma KHEDHER (Maitrise), les derniers offres d'emploi, recherche ...
Autumn Event | TopQuants
www.topquants.nl
Ioannis Anagnostou (ING) – Machine learning algorithms for risk management in trading activities; Roger Holtus (Kleynen Consultants) and Antoon Pelsser (Kleynen Consultants, Maastricht University) – Things a TopQuant rarely talks about; Asma Khedher (UvA) – Model risk and robustness of quadratic hedging strategies ...
Untitled Document
users.ugent.be
Onderzoek/Research . Financiële Wiskunde en Stochastiek /Financial Mathematics and Stochastics; : dr. Asma Khedher, TU Munich, Germany;
Discretisation of FBSDEs driven by càdlàg martingales
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Discretisation of FBSDEs driven by càdlàg martingales. Asma Khedher, Michèle Vanmaele · Details · Contributors · Fields of science · Bibliography · Quotations ...
Advanced Topics in Stochastic Analysis 5334ATIS6Y
datanose.nl
Asma Khedher will give an oral exam for the second part of the course. To have the exam, you make an appointment with the lecturers. What do you have to ...
Communications on Stochastic Analysis | Vol 5 | No. 2
digitalcommons.lsu.edu
Fred Espen Benth, Giulia Di Nunno, and Asma Khedher. PDF · Asymptotic properties of stochastic partial differential equations in Hilbert spaces driven by ...
Pricing of commodity derivatives on processes with memory
scirate.com
Fred Espen Benth,; Asma Khedher,; Michèle Vanmaele. Spot option prices, forwards and options on forwards relevant for the commodity markets are computed when the underlying process S is modelled as an exponential of a process \xi with memory as e.g. a Lévy semi-stationary process. Moreover a risk ...
Robustness of Quadratic Hedging Strategies in Finance via Backward...
search.proquest.com
Giulia Di Nunno Asma Khedher Michle Vanmaele. Published online: 7 January Springer Science+Business Media New York Abstract We consider a backward stochastic differential equation with jumps (BSDEJ) which is driven by a Brownian motion and a Poisson random measure. We present two ...
PhD position University of Amsterdam - VVSOR
www.vvsor.nl
Asma Khedher and Sonja Cox (University of Amsterdam) are looking for a PhD candidate in stochastic analysis. The project concerns infinite-dimensional SDEs ...
Contributed Talks - Indico [Home]
conferences.imfm.si
Asma Khedher: Stability of option prices for Levy models · An Ta Thi Kieu: Optimal consumption and portfolio with portfolio constraints in a ...
Quant Guide 2017: University of Amsterdam - Risk.net
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Amsterdam, Netherlands
Quantification of Model Risk in Quadratic Hedging in Finance ...
www.springerprofessional.de
Authors: Catherine Daveloose, Asma Khedher, Michèle Vanmaele. Publisher: Springer International Publishing. Published in: Stochastics of Environmental and ...
Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic...
www.springerprofessional.de
When modeling energy prices with the Ornstein-Uhlenbeck process, it was shown in Barlow et al. [2] and Zapranis and Alexandris [21] that there is a
Zootaxa (2); List of papers
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