Asma Khedher

Identifiers

• name variant Asma Khedher 0.60 · backfill

Papers (5)

1. Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models q-fin.MF · 2025 · author #3
2. A dynamic optimal reinsurance strategy with capital injections in the Cramer-Lundberg model math.OC · 2024 · author #2
3. A Kalman particle filter for online parameter estimation with applications to affine models stat.CO · 2019 · author #2
4. Pricing of commodity derivatives on processes with memory q-fin.PR · 2017 · author #2
5. Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps math.PR · 2013 · author #2

Mentions

• 1312.5115 #2 · backfill · confidence 0.70 Asma Khedher
• 2409.12523 #2 · arxiv_oai · confidence 0.70 Asma Khedher

Frequent Coauthors

• Jian He 2 shared papers
• Fred Espen Benth 1 shared papers
• Giulia Di Nunno 1 shared papers
• Mich\`ele Vanmaele 1 shared papers
• Michele Vanmaele 1 shared papers
• Mohamed Mnif 1 shared papers
• Peter Spreij 1 shared papers
• Sven Karbach 1 shared papers
• Zakaria Aljaberi 1 shared papers