Kaïs Hamza: search on Z-Library

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1

Calibrating and Pricing with a Stochastic-Local Volatility Model

Tian, Yu, Zhu, Zili, Lee, Geoffrey, Klebaner, Fima, Hamza, Kais

Journal:

The Journal of Derivatives

Year:

2015

Language:

english

File:

PDF, 3.65 MB

english, 2015

2

The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions

Journal:

Statistics & Probability Letters

Year:

1995

Language:

english

File:

PDF, 180 KB

english, 1995

3

The mixing advantage is less than 2

Kais Hamza, Peter Jagers, Aidan Sudbury, Daniel Tokarev

Journal:

Year:

2009

Language:

english

File:

PDF, 333 KB

english, 2009

4

Some Properties and Generalizations of Non-negative Bayesian Time Series Models

Gary K. Grunwald, Kais Hamza, Rob J. Hyndman

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

1997

Language:

english

File:

PDF, 174 KB

english, 1997

5

Dysfunctional breathing is more frequent in chronic obstructive pulmonary disease than in asthma and in health

Law, Natalie, Ruane, Laurence E., Low, Kathy, Hamza, Kais, Bardin, Philip G.

Journal:

Respiratory Physiology & Neurobiology

Year:

2018

Language:

english

File:

PDF, 216 KB

english, 2018

6

Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach

Zhang, Rongju, Langrené, Nicolas, Tian, Yu, Zhu, Zili, Klebaner, Fima, Hamza, Kais

Journal:

Quantitative Finance

Year:

2018

Language:

english

File:

PDF, 618 KB

english, 2018

7

A Hybrid Stochastic Volatility Model Incorporating Local Volatility

Tian, Yu, Zhu, Zili, Klebaner, Fima, Hamza, Kais

Journal:

SSRN Electronic Journal

Year:

2012

File:

PDF, 106 KB

2012

8

Sur l'identification d'un processus de branchement surcritique

Kaïs Hamza, Faïza Maâouia

Journal:

Comptes Rendus Mathematique

Year:

2009

File:

PDF, 132 KB

2009

9

Use of climate scenarios to aid in decision analysis for interannual water supply planning

James S. Risbey, Kais Hamza, John S. Marsden

Journal:

Water Resources Management

Year:

2007

Language:

english

File:

PDF, 330 KB

english, 2007

10

Phenotypes of patients with mild to moderate obstructive sleep apnoea as confirmed by cluster analysis

SIMON A. JOOSTEN, KAIS HAMZA, SCOTT SANDS, ANTHONY TURTON, PHILIP BERGER, GARUN HAMILTON

Journal:

Year:

2012

Language:

english

File:

PDF, 444 KB

english, 2012

11

[IEEE 2010 Workshop on High Performance Computational Finance at SC10 (WHPCF) - Budapest, Hungary (2010.11.14-2010.11.14)] 2010 Workshop on High Performance Computational Finance at SC10 (WHPCF) - Option pricing with the SABR model on the GPU

Yu Tian,, Zhu, Zili, Klebaner, Fima C., Hamza, Kais

Year:

2010

Language:

english

File:

PDF, 165 KB

english, 2010

12

Pricing barrier and American options under the SABR model on the graphics processing unit

Yu Tian, Zili Zhu, Fima C. Klebaner, Kais Hamza

Journal:

Concurrency and Computation: Practice and Experience

Year:

2012

Language:

english

File:

PDF, 271 KB

english, 2012

13

AN EXACT TEST FOR HAZARD SIMILARITY

Journal:

Australian & New Zealand Journal of Statistics

Year:

2009

Language:

english

File:

PDF, 314 KB

english, 2009

14

Abnormal vocal cord movement treated with botulinum toxin in patients with asthma resistant to optimised management

Baxter, Malcolm, Uddin, Nizam, Raghav, Sanjay, Leong, Paul, Low, Kathy, Hamza, Kais, Holmes, Peter W., Hamilton, Garun, Thyagarajan, Dominic, Lau, Ken, Bardin, Philip G.

Journal:

Year:

2014

Language:

english

File:

PDF, 320 KB

english, 2014

15

[IEEE 2012 Fourth International Conference on Computational and Information Sciences (ICCIS) - Chongqing, China (2012.08.17-2012.08.19)] 2012 Fourth International Conference on Computational and Information Sciences - A Hybrid Stochastic Volatility Model Incorporating Local Volatility

Tian, Yu, Zhu, Zili, Klebaner, Fima, Hamza, Kais

Year:

2012

Language:

english

File:

PDF, 153 KB

english, 2012

16

On the implicit Black–Scholes formula

Hamza, Kais, Klebaner, Fima C.

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2008

Language:

english

File:

PDF, 125 KB

english, 2008

17

Exacerbation phenotyping in chronic obstructive pulmonary disease

MacDonald, Martin, Korman, Tony, King, Paul, Hamza, Kais, Bardin, Philip

Journal:

Year:

2013

Language:

english

File:

PDF, 152 KB

english, 2013

18

Deformation twinning during nanoindentation of nanocrystalline Ta

Wang, Y. M., Hodge, A. M., Biener, J., Hamza, A. V., Barnes, D. E., Liu, Kai, Nieh, T. G.

Journal:

Applied Physics Letters

Year:

2005

Language:

english

File:

PDF, 806 KB

english, 2005

19

[IEEE 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - London, UK (2014.3.27-2014.3.28)] 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - Pricing window barrier options with a hybrid stochastic-local volatility model

Tian, Yu, Zhu, Zili, Lee, Geoffrey, Lo, Thomas, Klebaner, Fima, Hamza, Kais

Year:

2014

Language:

english

File:

PDF, 394 KB

english, 2014

20

Some Properties and Generalizations of Non-Negative Bayesian Time Series Models

Gary K. Grunwald, Kais Hamza and Rob J. Hyndman

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1997

Language:

english

File:

PDF, 1.30 MB

english, 1997

21

Option Pricing for Symmetric Lévy Returns with Applications

Hamza, Kais, Klebaner, Fima C., Landsman, Zinoviy, Tan, Ying-Oon

Journal:

Asia-Pacific Financial Markets

Year:

2015

Language:

english

File:

PDF, 347 KB

english, 2015

22

A Family of Non-Gaussian Martingales with Gaussian Marginals

Hamza, Kais, Klebaner, Fima C.

Journal:

Journal of Applied Mathematics and Stochastic Analysis

Year:

2007

Language:

english

File:

PDF, 282 KB

english, 2007

23

Lung-volume controlled computerised tomography in real-life acute severe asthma

Li, Xun, Naidoo, Parm, Guy, Paul, Finlay, Paul, Foo, Soo-Wei, Hamza, Kais, Bardin, Philp

Journal:

Journal of Asthma

Year:

2014

Language:

english

File:

PDF, 742 KB

english, 2014

24

Abnormal Vocal Cord Function in Difficult-to-Treat Asthma

Low, Kathy, Lau, Kenneth K., Holmes, Peter, Crossett, Marcus, Vallance, Neil, Phyland, Debbie, Hamza, Kais, Hamilton, Garun, Bardin, Philip G.

Journal:

American Journal of Respiratory and Critical Care Medicine

Year:

2011

Language:

english

File:

PDF, 253 KB

english, 2011

25

Night-to-Night Repeatability of Supine-related Obstructive Sleep Apnea

Joosten, Simon A., O’Donoghue, Fergal J., Rochford, Peter D., Barnes, Maree, Hamza, Kais, Churchward, Thomas J., Berger, Philip J., Hamilton, Garun S.

Journal:

Annals of the American Thoracic Society

Year:

2014

Language:

english

File:

PDF, 942 KB

english, 2014

26

On the establishment, persistence, and inevitable extinction of populations

Hamza, Kais, Jagers, Peter, Klebaner, Fima C.

Journal:

Journal of Mathematical Biology

Year:

2016

Language:

english

File:

PDF, 553 KB

english, 2016

27

On the Variance to Mean Ratio for Random Variables from Markov Chains and Point Processes

Timothy C. Brown, Kais Hamza and Aihua Xia

Journal:

Journal of Applied Probability

Year:

1998

Language:

english

File:

PDF, 827 KB

english, 1998

28

Virgibacillus proomiiandBacillus mojavensisas probiotics in sea bass (Dicentrarchus labrax) larvae: effects on growth performance and digestive enzyme activities

Hamza, Ahlem, Fdhila, Kais, Zouiten, Dora, Masmoudi, Ahmed Sleheddine

Journal:

Fish Physiology and Biochemistry

Year:

2016

Language:

english

File:

PDF, 640 KB

english, 2016

29

Bootstrap random walks

Collevecchio, Andrea, Hamza, Kais, Shi, Meng

Journal:

Stochastic Processes and their Applications

Year:

2016

Language:

english

File:

PDF, 545 KB

english, 2016

30

Heat stress enhances LTM formation in Lymnaea : role of HSPs and DNA methylation

Sunada, Hiroshi, Riaz, Hamza, de Freitas, Emily, Lukowiak, Kai, Swinton, Cayley, Swinton, Erin, Protheroe, Amy, Shymansky, Tamila, Komatsuzaki, Yoshimasa, Lukowiak, Ken

Journal:

Journal of Experimental Biology

Year:

2016

Language:

english

File:

PDF, 427 KB

english, 2016

31

The Equivalent Martingale Measure Conditions in a General Model for Interest Rates

Kais Hamza, Saul Jacka and Fima Klebaner

Journal:

Advances in Applied Probability

Year:

2005

Language:

english

File:

PDF, 1.59 MB

english, 2005

32

Evaluation of the role of lung volume and airway size and shape in supine-predominant obstructive sleep apnoea patients

Joosten, Simon A., Sands, Scott A., Edwards, Bradley A., Hamza, Kais, Turton, Anthony, Lau, Kenneth K., Crossett, Marcus, Berger, Philip J., Hamilton, Garun S.

Journal:

Year:

2015

Language:

english

File:

PDF, 572 KB

english, 2015

33

Arid5a exacerbates IFN-γ–mediated septic shock by stabilizing T-bet mRNA

Zaman, Mohammad Mahabub-Uz, Masuda, Kazuya, Nyati, Kishan Kumar, Dubey, Praveen Kumar, Ripley, Barry, Wang, Kai, Chalise, Jaya Prakash, Higa, Mitsuru, Hanieh, Hamza, Kishimoto, Tadamitsu

Journal:

Proceedings of the National Academy of Sciences

Year:

2016

Language:

english

File:

PDF, 1.13 MB

english, 2016

34

Mimicking self-similar processes

Fan, Jie Yen, Hamza, Kais, Klebaner, Fima

Journal:

Year:

2015

Language:

english

File:

PDF, 197 KB

english, 2015

35

The equivalent martingale measure conditions in a general model for interest rates

Hamza, Kais, Jacka, Saul, Klebaner, Fima

Journal:

Advances in Applied Probability

Year:

2005

Language:

english

File:

PDF, 183 KB

english, 2005

36

The equivalent martingale measure conditions in a general model for interest rates

Hamza, Kais, Jacka, Saul, Klebaner, Fima

Journal:

Advances in Applied Probability

Year:

2005

Language:

english

File:

PDF, 169 KB

english, 2005

37

On the variance to mean ratio for random variables from Markov chains and point processes

Brown, Timothy C., Hamza, Kais, Xia, Aihua

Journal:

Journal of Applied Probability

Year:

1998

Language:

english

File:

PDF, 130 KB

english, 1998

38

A Mathematical Model for Eph/Ephrin-Directed Segregation of Intermingled Cells

Aharon, Rotem, Janes, Peter W., Burgess, Anthony W., Hamza, Kais, Klebaner, Fima, Lackmann, Martin, Lodola, Alessio

Journal:

Year:

2014

Language:

english

File:

PDF, 2.52 MB

english, 2014

39

Invariance principle for biased bootstrap random walks

Collevecchio, Andrea, Hamza, Kais, Liu, Yunxuan

Journal:

Stochastic Processes and their Applications

Year:

2018

Language:

english

File:

PDF, 355 KB

english, 2018

40

How did we get here?

Hamza, Kais, Klebaner, Fima C.

Journal:

Journal of Applied Probability

Year:

2014

Language:

english

File:

PDF, 165 KB

english, 2014

41

Multidisciplinary team clinic for vocal cord dysfunction directs therapy and significantly reduces healthcare utilization

Baxter, Malcolm, Ruane, Laurence, Phyland, Debra, Leahy, Elizabeth, Heke, Emily, Lau, Kenneth K., Low, Kathy, Hamza, Kais, MacDonald, Martin, Bardin, Philip G.

Journal:

Year:

2019

File:

PDF, 561 KB

2019

42

Low and High Blood Eosinophil Counts as Biomarkers in Hospitalized Acute Exacerbations of COPD

MacDonald, Martin Ian, Osadnik, Christian R., Bulfin, Lauren, Hamza, Kais, Leong, Paul, Wong, Anders, King, Paul, Bardin, Philip

Journal:

Year:

2019

Language:

english

File:

PDF, 536 KB

english, 2019

43

Low and High Blood Eosinophil Counts as Biomarkers in Hospitalized Acute Exacerbations of COPD

MacDonald, Martin Ian, Osadnik, Christian R., Bulfin, Lauren, Hamza, Kais, Leong, Paul, Wong, Anders, King, Paul, Bardin, Philip

Journal:

Year:

2019

File:

PDF, 536 KB

2019

44

Vocal Cord Dysfunction in Patients Hospitalised with Symptoms of Acute Asthma Exacerbation

Daley, Christopher P, Ruane, Laurence E, Leong, Paul, Lau, Kenneth K, Low, Kathy, Hamza, Kais, Finlay, Paul, MacDonald, Martin, Baxter, Malcolm, Bardin, Philip G

Journal:

American Journal of Respiratory and Critical Care Medicine

Year:

2019

Language:

english

File:

PDF, 243 KB

english, 2019

45

Vocal Cord Dysfunction in Patients Hospitalised with Symptoms of Acute Asthma Exacerbation

Daley, Christopher P, Ruane, Laurence E, Leong, Paul, Lau, Kenneth K, Low, Kathy, Hamza, Kais, Finlay, Paul, MacDonald, Martin, Baxter, Malcolm, Bardin, Philip G

Journal:

American Journal of Respiratory and Critical Care Medicine

Year:

2019

File:

PDF, 243 KB

2019

46

How did we get here?

Hamza, Kais, Klebaner, Fima C.

Journal:

Journal of Applied Probability

Year:

2014

Language:

english

File:

PDF, 165 KB

english, 2014

47

How did we get here?

Hamza, Kais, Klebaner, Fima C.

Journal:

Journal of Applied Probability

Year:

2014

File:

PDF, 165 KB

2014

48

Identification of a CDH12 potential candidate genetic variant for an autosomal dominant form of transgrediens and progrediens palmoplantar keratoderma in a Tunisian family

Charfeddine, Cherine, Dallali, Hamza, Abdessalem, Ghaith, Ghedira, Kais, Hamdi, Yosr, Elouej, Sahar, Landoulsi, Zied, Delague, Valérie, Lagarde, Arnaud, Levy, Nicolas, El-Amraoui, Aziz, Boubaker, Moha

Journal:

Journal of Human Genetics

Year:

2020

Language:

english

File:

PDF, 1.60 MB

english, 2020

49

Inspiratory vocal cord closure in chronic obstructive pulmonary disease

Leong, Paul, Ruane, Laurence E., Phyland, Debra, Koh, Joo, MacDonald, Martin I., Baxter, Malcom, Lau, Kenneth K., Hamza, Kais, Bardin, Philip G.

Journal:

European Respiratory Journal

Year:

2020

File:

PDF, 293 KB

2020