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researcher

A. Khedher

10 papers hereh-index 11351 citations50 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author6
  • last author4

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • math.PR7
  • q-fin.MF1
  • q-fin.PR1
  • stat.CO1

identity via Semantic Scholar / OpenAlex

activity
20132025
most citedFrom bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations

2 citations · 3 across the 8 of their papers we have counts for

collaborators
Showing stat.COShow all

1 paper · 1 filter

stat.CO2019★ 1 cited

A Kalman particle filter for online parameter estimation with applications to affine models

Jian He, Asma Khedher, Peter Spreij

In this paper we address the problem of estimating the posterior distribution of the static parameters of a continuous time state space model with discrete time observations by an…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.