| Robustness of option prices and their deltas in markets modeled by jump-diffusions FE Benth, G Di Nunno, A Khedher Communications on Stochastic Analysis 5 (2), 285–307, 2011 | 27 | 2011 |
| Affine pure-jump processes on positive Hilbert–Schmidt operators S Cox, S Karbach, A Khedher Stochastic Processes and their Applications 151, 191-229, 2022 | 14 | 2022 |
| Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps G Di Nunno, A Khedher, M Vanmaele Applied Mathematics & Optimization 72, 353-389, 2015 | 14 | 2015 |
| Discretisation of FBSDEs driven by càdlàg martingales A Khedher, M Vanmaele Journal of Mathematical Analysis and Applications 435 (1), 508-531, 2016 | 13 | 2016 |
| Lévy models robustness and sensitivity FE Benth, G Di Nunno, A Khedher Quantum Probability And Infinite Dimensional Analysis, 153-184, 2010 | 13 | 2010 |
| An infinite‐dimensional affine stochastic volatility model S Cox, S Karbach, A Khedher Mathematical Finance 32 (3), 878-906, 2022 | 12 | 2022 |
| Pricing of commodity derivatives on processes with memory FE Benth, A Khedher, M Vanmaele Risks 8 (1), 8, 2020 | 10 | 2020 |
| Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting C Daveloose, A Khedher, M Vanmaele Stochastic Analysis and Applications 37 (2), 281-319, 2019 | 10 | 2019 |
| Pricing of spread options on a bivariate jump market and stability to model risk FE Benth, G Di Nunno, A Khedher, MD Schmeck Applied Mathematical Finance 22 (1), 28-62, 2015 | 10 | 2015 |
| A note on convergence of option prices and their Greeks for Lévy models FE Benth, GD Nunno, A Khedher Stochastics An International Journal of Probability and Stochastic Processes …, 2013 | 10 | 2013 |
| Computation of Greeks in multi-factor models with applications to power and commodity markets FE Benth, G Di Nunno, A Khedher Preprint series. Pure mathematics http://urn. nb. no/URN: NBN: no-8076, 2010 | 10 | 2010 |
| Computation of the delta in multidimensional jump-diffusion setting with applications to stochastic volatility models A Khedher Stochastic analysis and applications 30 (3), 403-425, 2012 | 9 | 2012 |
| Weak stationarity of ornstein-uhlenbeck processes with stochastic speed of mean reversion FE Benth, A Khedher The Fascination of Probability, Statistics and their Applications: In Honour …, 2016 | 8 | 2016 |
| Robustness of quadratic hedging strategies in finance via Fourier transforms C Daveloose, A Khedher, M Vanmaele Journal of Computational and Applied Mathematics 296, 56-88, 2016 | 7 | 2016 |
| Robustness of option prices and their deltas in markets modelled by jump-diffusions FE Benth, G Di Nunno, A Khedher Preprint series. Pure mathematics http://urn. nb. no/URN: NBN: no-8076, 2010 | 6 | 2010 |
| A Kalman particle filter for online parameter estimation with applications to affine models J He, A Khedher, P Spreij Statistical Inference for Stochastic Processes 24, 353-403, 2021 | 5 | 2021 |
| From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations M Michielon, A Khedher, P Spreij International Journal of Theoretical and Applied Finance 24 (03), 2150017, 2021 | 2 | 2021 |
| Model risk and discretisation of locally risk-minimising strategies X Sun, T Schulz, A Khedher, M Vanmaele Journal of Computational and Applied Mathematics 311, 38-53, 2017 | 2 | 2017 |
| Infinite-dimensional Wishart-processes S Cox, C Cuchiero, A Khedher arXiv preprint arXiv:2304.03490, 2023 | 1 | 2023 |
| Proxying credit curves via Wasserstein distances M Michielon, A Khedher, P Spreij Annals of Operations Research, 1-17, 2022 | 1 | 2022 |
