Kchia, Younes
- Is there a bubble in LinkedIn's stock price?
2011/05/28 by Jarrow, Robert, Kchia, Younes, Protter, Philip · 1 citation
#FOS: Economics and business #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST)
- On progressive filtration expansion with a process
2011/05/09 by Younes Kchia, Philip Protter, Kchia, Younes +1 · 1 citation
Economics, Econometrics and Finance · Decision Sciences · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Risk and Portfolio Optimization
- Credit contagion and risk management with multiple non-ordered defaults
2011/04/27 by Younes Kchia, Kchia, Younes, Martin Larsson +1 · 1 citation
Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #Banking stability, regulation, efficiency #Stochastic processes and financial applications