Kais Hamza

Available identifiers

zbMath Open hamza.kaisWikidataQ62827934 ScholiaQ62827934MaRDI QIDQ259222

List of research outcomes

Publication	Date of Publication	Type
Problems and solutions in stochastic calculus with applications	2024-09-10	Paper
Limit theorems and ergodicity for general bootstrap random walks	2022-10-04	Paper
Expectation of local times and the Dupire formula	2022-06-20	Paper
Long range one-cookie random walk with positive speed	2021-11-03	Paper
Limit theorems for multi-type general branching processes with population dependence	2021-08-04	Paper
When ``better is better than ``best	2021-04-07	Paper
Limit theorems and ergodicity for general bootstrap random walks	2020-10-29	Paper
Convergence of the age structure of general schemes of population processes	2020-02-12	Paper
Persistence of small noise and random initial conditions	2020-02-05	Paper
A deterministic walk on the randomly oriented Manhattan lattice	2019-12-12	Paper
Matching marginals and sums	2019-11-17	Paper
Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach	2019-09-26	Paper
Invariance principle for biased bootstrap random walks	2019-03-06	Paper
Option pricing for symmetric Lévy returns with applications	2017-08-16	Paper
AN EXACT TEST FOR HAZARD SIMILARITY	2016-06-01	Paper
Bootstrap random walks	2016-04-20	Paper
On the establishment, persistence, and inevitable extinction of populations	2016-03-11	Paper
Attraction properties for general urn processes and applications to a class of interacting reinforced particle systems	2016-02-17	Paper
Escape from the boundary in Markov population processes	2016-02-12	Paper
Mimicking self-similar processes	2015-08-05	Paper
How did we get here?	2015-04-14	Paper
The age structure of population-dependent general branching processes in environments with a high carrying capacity	2014-04-16	Paper
Volatility in options formulae for general stochastic dynamics	2014-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q4913636	2013-04-08	Paper
On the Markov property of some Brownian martingales	2012-09-12	Paper
The mixing advantage is less than 2	2011-02-22	Paper
On the identification of a supercritical branching process	2009-04-02	Paper
A family of non-Gaussian martingales with Gaussian marginals	2008-03-28	Paper
On the implicit Black–Scholes formula	2008-03-18	Paper
On nonexistence of non-constant volatility in the Black-Scholes formula	2008-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q5296401	2007-08-01	Paper
The equivalent martingale measure conditions in a general model for interest rates	2005-09-29	Paper
On the variance to mean ratio for random variables from Markov chains and point processes	2000-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q4363984	1997-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4840724	1995-11-06	Paper
The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions	1995-08-21	Paper
Conditions for integrability of Markov chains	1995-08-16	Paper
Brownian symmetrization of planar domains	N/A	Paper

Research outcomes over time

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