Raghid Zeineddine

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Fourier based methods for the management of complex life insurance products Insurance Mathematics & Economics	2021-11-19	Paper
Variable annuities in a Lévy-based hybrid model with surrender risk Quantitative Finance	2021-06-02	Paper
Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time Journal of Theoretical Probability	2018-10-26	Paper
Symmetric weighted odd-power variations of fractional Brownian motion and applications	2017-11-11	Paper
Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time	2016-01-21	Paper
Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time (available as arXiv preprint)	2016-01-21	Paper
Fluctuations of the power variation of fractional Brownian motion in Brownian time Bernoulli	2015-06-15	Paper
Fluctuations of the power variation of fractional Brownian motion in Brownian time Bernoulli	2015-06-15	Paper
An Itô type formula for the fractional Brownian motion in Brownian time Electronic Journal of Probability	2015-02-03	Paper

Research outcomes over time

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