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Azmi Makhlouf · Study

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Azmi Makhlouf

3 works· latest 2014· 3 institutionscluster: provisional

h-index3

i103

Citations89

Works here3

09

10

14

Most cited in this library

L2 -time regularity of BSDEs with irregular terminal functions2010 · 48 citations
THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY2009 · 22 citations
Approximations of non-smooth integral type functionals of one dimensional diffusion processes2014 · 19 citations

Works

3 shown

Approximations of non-smooth integral type functionals of one dimensional diffusion processes

Stochastic Processes and their Applications·2014·3 authors·Open access

19citations

L2 -time regularity of BSDEs with irregular terminal functions

Stochastic Processes and their Applications·2010·2 authors·Open access

48citations

THE TRACKING ERROR RATE OF THE DELTA‐GAMMA HEDGING STRATEGY

Mathematical Finance·2009·2 authors·Open access

22citations