3 citations · 4 across the 4 of their papers we have counts for
4 papers
-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs
Zaineb Mezdoud, Carsten Hartmann, Mohamed Riad Remita +1
In this article we propose a -hypergeometric model with uncertain volatility (UV) where we derive a worst-case scenario for option pricing. The approach is based on the connexio…
Strong consistency of the nonparametric local linear regression estimation under censorship model
Feriel Bouhadjera, Elias Saïd, Riad Remita
We introduce and study a local linear nonparametric regression estimator for censorship model. The main goal of this paper is, to establish the uniform almost sure consistency resu…
Nonparametric relative error estimation of the regression function for censored data
Bouhadjera Feriel, Ould Saïd, Mohamed Remita
Let be a sequence of independent identically distributed (i.i.d.) random variables (r.v.) of interest distributed as and be a corresponding vector of cova…
On Stochastic Orders and its applications : Policy limits and Deductibles
Halim Zeghdoudi, Meriem Bouhadjar, Mohamed Riad Remita
This paper focuses on stochastic orders and its applications : policy limits and deductibles. Further, many applications and some examples are given : comparison of two families of…