Asma Khedher

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 4

Top Topics

Dimension Reduction

Maximum Distance

Top Venues

J. Comput. Appl. Math.

Ann. Oper. Res.

Publications

Matteo Michielon, Asma Khedher, Peter Spreij
Proxying credit curves via Wasserstein distances. Ann. Oper. Res. 336 (1-2) (2024)
Jian He, Asma Khedher, Peter Spreij
A dimension reduction approach for loss valuation in credit risk modelling. CoRR (2024)
Xianming Sun, Thorsten Schulz, Asma Khedher, Michèle Vanmaele
Model risk and discretisation of locally risk-minimising strategies. J. Comput. Appl. Math. 311 (2017)
Catherine Daveloose, Asma Khedher, Michèle Vanmaele
Robustness of quadratic hedging strategies in finance via Fourier transforms. J. Comput. Appl. Math. 296 (2016)