Younes Kchia

Identifiers

• name variant Younes Kchia 0.60 · backfill

Papers (6)

1. On Progressive Filtration Expansions with a Process; Applications to Insider Trading math.PR · 2014 · author #1
2. Is there a bubble in LinkedIn's stock price? q-fin.RM · 2011 · author #2
3. On progressive filtration expansion with a process math.PR · 2011 · author #1
4. Credit contagion and risk management with multiple non-ordered defaults q-fin.RM · 2011 · author #1
5. Linking progressive and initial filtration expansions math.PR · 2011 · author #1
6. Discretely sampled variance and volatility swaps versus their continuous approximations math.PR · 2011 · author #2

Mentions

• 1403.6323 #1 · backfill · confidence 0.70 Younes Kchia
• 1105.5717 #2 · backfill · confidence 0.70 Younes Kchia
• 1105.1662 #1 · backfill · confidence 0.70 Younes Kchia
• 1104.5272 #1 · backfill · confidence 0.70 Younes Kchia
• 1104.4139 #1 · backfill · confidence 0.70 Younes Kchia
• 1103.1374 #2 · backfill · confidence 0.70 Younes Kchia

Frequent Coauthors

• Philip Protter 5 shared papers
• Martin Larsson 3 shared papers
• Robert Jarrow 2 shared papers