2021
Fourier based methods for the management of complex life insurance products (Journal article)
Ballotta, L., Eberlein, E., Schmidt, T., & Zeineddine, R. (2021). Fourier based methods for the management of complex life insurance products. INSURANCE MATHEMATICS & ECONOMICS, 101, 320-341. doi:10.1016/j.insmatheco.2021.08.009DOI: 10.1016/j.insmatheco.2021.08.009
2020
Variable annuities in a Lévy-based hybrid model with surrender risk (Journal article)
Ballotta, L., Eberlein, E., Schmidt, T., & Zeineddine, R. (2020). Variable annuities in a Lévy-based hybrid model with surrender risk. Quantitative Finance, 20(5), 867-886. doi:10.1080/14697688.2019.1687929DOI: 10.1080/14697688.2019.1687929
2018
Asymptotic Behavior of Weighted Power Variations of Fractional Brownian Motion in Brownian Time (Journal article)
Zeineddine, R. (2018). Asymptotic Behavior of Weighted Power Variations of Fractional Brownian Motion in Brownian Time. Journal of Theoretical Probability, 31(3), 1539-1589. doi:10.1007/s10959-017-0749-1DOI: 10.1007/s10959-017-0749-1
Symmetric Weighted Odd-Power Variations of Fractional Brownian Motion and Applications (Journal article)
Nualart, D., & Zeineddine, R. (n.d.). Symmetric Weighted Odd-Power Variations of Fractional Brownian Motion and Applications. Communications on Stochastic Analysis, 12(1). doi:10.31390/cosa.12.1.04DOI: 10.31390/cosa.12.1.04
2015
Fluctuations of the power variation of fractional Brownian motion in Brownian time (Journal article)
Zeineddine, R. (2015). Fluctuations of the power variation of fractional Brownian motion in Brownian time. Bernoulli, 21(2). doi:10.3150/13-bej586DOI: 10.3150/13-bej586
2014
An Itô-type formula for the fractional Brownian motion in Brownian time (Journal article)
Nourdin, I., & Zeineddine, R. (2014). An Itô-type formula for the fractional Brownian motion in Brownian time. Electronic Journal of Probability, 19(none). doi:10.1214/ejp.v19-3184DOI: 10.1214/ejp.v19-3184