The following pages link to Mohamed Ben Alaya (Q271862):
Displaying 22 items.
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Multilevel Monte Carlo for Asian options and limit theorems (Q742078) (← links)
- Importance sampling and statistical Romberg method (Q888470) (← links)
- On Lévy-Fréchet processes and related self-similar and semi-self-similar ones (Q1610464) (← links)
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
- Resolution of differential equations by the shift method (Q1897660) (← links)
- Stochastic global optimization using tangent minorants for Lipschitz functions (Q1989202) (← links)
- Central limit theorem for the antithetic multilevel Monte Carlo method (Q2170368) (← links)
- Central limit theorem for the multilevel Monte Carlo Euler method (Q2258530) (← links)
- On a functional equation generalizing the class of semistable distributions (Q2495339) (← links)
- Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions (Q2844026) (← links)
- Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases (Q3145420) (← links)
- On Max-Multiscaling Distributions as Extended Max-Semistable Ones (Q3157864) (← links)
- On the simulation of expectations of random variables depending on a stopping time (Q4039248) (← links)
- Rate of convergence for computing expectations of stopping functionals of an α-mixing process (Q4210870) (← links)
- ON LÉVY STABLE AND SEMISTABLE DISTRIBUTIONS (Q4810250) (← links)
- Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations (Q4994801) (← links)
- Probabilistic Approximation of a Nonlinear Parabolic Equation Occurring in Rheology (Q5443749) (← links)
- (Q5445977) (← links)
- Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations (Q5742595) (← links)
- Maximum likelihood estimation in continuous affine Volterra processes in the ergodic regime (Q6529684) (← links)
- Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process (Q6743449) (← links)
