Asma Khedher

According to our database, Asma Khedher authored at least 4 papers between 2016 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Proxying credit curves via Wasserstein distances.

Matteo Michielon, Asma Khedher, Peter Spreij

Ann. Oper. Res., May, 2024

A dimension reduction approach for loss valuation in credit risk modelling.

Jian He, Asma Khedher, Peter Spreij

CoRR, 2024

2017

Model risk and discretisation of locally risk-minimising strategies.

Xianming Sun, Thorsten Schulz, Asma Khedher, Michèle Vanmaele

J. Comput. Appl. Math., 2017

2016

Robustness of quadratic hedging strategies in finance via Fourier transforms.

Catherine Daveloose, Asma Khedher, Michèle Vanmaele

J. Comput. Appl. Math., 2016