M. Remita

activity

20142021

most citedStrong consistency of the nonparametric local linear regression estimation under censorship model

3 citations · 4 across the 4 of their papers we have counts for

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q-fin.PR2021

$α$ -Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs

Zaineb Mezdoud, Carsten Hartmann, Mohamed Riad Remita +1

In this article we propose a $α$ -hypergeometric model with uncertain volatility (UV) where we derive a worst-case scenario for option pricing. The approach is based on the connexio…

α-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs

$α$ -Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs