Ahmed Kebaier
Finance · 2005–2013
A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #2,713 of 10,518 by trust here, #8,598 by citations
Whom Ahmed Kebaier trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Peter C. Kiessler
- Mark Craddock
- Mark Broadie
- R. Lord
- M. Ben Alaya
- Jean Jacod
- K. Lennox
- Christian Kahl
- Ö. Kaya
Who trusts Ahmed Kebaier overall
- M. Giles
- Vincent Lemaire
- Gilles Pagès
- Thibault Jaisson
- M. Ben Alaya
- Xuerong Mao
- Mathieu Rosenbaum
- Lukasz Szpruch
Papers from Ahmed Kebaier's perspective
Ordered by how strongly the researchers Ahmed Kebaier trusts endorse each paper. Same corpus, a different order for every researcher.
- A Theory for the Term Structure of Interest Rates
- Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Operational Research)
- Mathematical Methods for Financial Markets
- Statistical Inference for Ergodic Diffusion Processes
- Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases
- COMPLEX LOGARITHMS IN HESTON‐LIKE MODELS
- A survey and some generalizations of Bessel processes
- Statistical Inference for Ergodic Diffusion Processes
- The approximate Euler method for Lévy driven stochastic differential equations
- Monte Carlo Methods in Financial Engineering
Their papers
- Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions (2013) — 67 citations
- Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases (2012) — 64 citations
- Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing (2005) — 140 citations