Oussama Amine

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Room 1004
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Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 OSLO
Postal address Postboks 1053 Blindern 0316 OSLO
Tags: Mathematics, Risk, Stochastic analysis and finance and insurance and risk

Publications

  • Amine, Oussama; Banos, David & Proske, Frank Norbert (2018). Regularity Properties of the Stochastic Flow of a Skew Fractional Brownian Motion. arXiv.org.  ISSN 2331-8422.
  • Amine, Oussama; Coffie, Emmanuel; Harang, Fabian Andsem & Proske, Frank Norbert (2018). A Bismut-Elworthy-Li Formula for Singular SDE's Driven by a Fractional Brownian Motion and Applications to Rough Volatility Modeling. arXiv.org.  ISSN 2331-8422.

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Published Aug. 22, 2016 4:48 PM - Last modified Nov. 6, 2018 2:38 PM