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Publications by Asma Khedher
A Note on Convergence of Option Prices and Their Greeks for Lévy Models
Stochastics
Modeling
Statistics
Probability
Simulation
Quantification of Model Risk in Quadratic Hedging in Finance
Springer Proceedings in Mathematics and Statistics
Mathematics
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Leveraged Lévy Processes as Models for Stock Prices
Quantitative Finance
Economics
Econometrics
Finance
Return Dynamics With Lévy Jumps: Evidence From Stock and Option Prices
SSRN Electronic Journal
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models With Dependent Volatility and Return Processes
Journal of Mathematical Finance
A Note on Pointwise Convergence
Proceedings of the American Mathematical Society
Mathematics
Applied Mathematics
A Note on Convergence in Area
Proceedings of the American Mathematical Society
Mathematics
Applied Mathematics
On a Generic Class of Lévy-Driven Vacation Models
Probability in the Engineering and Informational Sciences
Industrial
Probability
Uncertainty
Manufacturing Engineering
Management Science
Statistics
Operations Research
Cliquet Option Pricing in a Jump-Diffusion Lévy Model
Modern Stochastics: Theory and Applications
Modeling
Statistics
Uncertainty
Probability
Simulation
Tokens and Their Economy: The Greeks Had a Use for Them
Journal of Applied Behavior Analysis
Applied Psychology
Philosophy
Sociology
Political Science
A Note on Optimal Investment–consumption–insurance in a Lévy Market
Insurance: Mathematics and Economics
Uncertainty
Economics
Statistics
Econometrics
Probability
