Robustness of quadratic hedging strategies in finance via Fourier transforms. - Catherine Daveloose; Asma Khedher; Michèle Vanmaele (J. Comput. Appl. Math., 2016)

Model risk and discretisation of locally risk-minimising strategies. - Xianming Sun; Thorsten Schulz; Asma Khedher; Michèle Vanmaele (J. Comput. Appl. Math., 2017)

A dimension reduction approach for loss valuation in credit risk modelling. - Jian He; Asma Khedher; Peter Spreij (CoRR, 2024)

Proxying credit curves via Wasserstein distances. - Matteo Michielon; Asma Khedher; Peter Spreij (Ann. Oper. Res., 2024)