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Younes Kchia
Publication Activity (10 Years)
Years Active: 2011-2013
Publications (10 Years): 0
Top Topics
Stock Trading
Variance Reduction
Prediction Error
Sampled Data
Top Venues
Finance Stochastics
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Publications
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Robert Jarrow
,
Younes Kchia
,
Martin Larsson
,
Philip Protter
Discretely sampled variance and volatility swaps versus their continuous approximations.
Finance Stochastics
17 (2) (2013)
Robert Jarrow
,
Younes Kchia
,
Philip Protter
How to Detect an Asset Bubble.
SIAM J. Financial Math.
2 (1) (2011)