Khedher, Asma
- Infinite-dimensional Wishart-processes
2023/04/07 by Sonja Cox, Cox, Sonja, Christa Cuchiero +3 · 2 citations
Mathematics · #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Spectral Theory in Mathematical Physics
- Affine pure-jump processes on positive Hilbert-Schmidt operators
2020/12/18 by Cox, Sonja, Karbach, Sven, Khedher, Asma · 2 citations
#60-XX #60J25 #60J76 #FOS: Mathematics #Probability (math.PR)
- Pricing of commodity derivatives on processes with memory
2017/11/01 by Benth, Fred Espen, Khedher, Asma, Vanmaele, Michèle · 1 citation
#FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR)
- An infinite-dimensional affine stochastic volatility model
2021/08/05 by Cox, Sonja, Karbach, Sven, Khedher, Asma · 1 citation
#FOS: Mathematics #Probability (math.PR)