3 citations · 4 across the 3 of their papers we have counts for
3 papers
q-fin.PR2021
-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…
math.ST2020★ 3 cited
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…
math.ST2019★ 1 cited
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…