Dr Nazem Khan

Status

Academic Faculty

ORCID iD

Research groups

Address

Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Recent publications

p-Arbitrage and p-Consistent Pricing for Star-Shaped Risk Measures

Herdegen, M Khan, N Mathematics of Operations Research volume 50 issue 2 1555-1583 (01 May 2025)

Mean-ρ portfolio selection and ρ-arbitrage for coherent risk measures

Herdegen, M Khan, N Mathematical Finance volume 32 issue 1 226-272 (01 Jan 2022)