Person:264114

Available identifiers

zbMath Open haji-ali.abdul-lateefWikidataQ102450043 ScholiaQ102450043MaRDI QIDQ264114

List of research outcomes

Publication	Date of Publication	Type
Multilevel importance sampling for rare events associated with the McKean-Vlasov equation	2025-01-07	Paper
Double-loop importance sampling for McKean-Vlasov stochastic differential equation	2024-11-26	Paper
Multilevel path branching for digital options	2024-10-16	Paper
State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables	2023-07-18	Paper
Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation	2023-07-11	Paper
Multilevel Path Branching for Digital Options	2022-09-07	Paper
Adaptive Multilevel Monte Carlo for Probabilities	2022-08-17	Paper
Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation	2022-07-14	Paper
Efficient importance sampling for large sums of independent and identically distributed random variables	2021-12-10	Paper
A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations	2021-01-04	Paper
Multilevel weighted least squares polynomial approximation	2020-05-18	Paper
Multi-index stochastic collocation for random PDEs	2020-03-30	Paper
Multilevel Nested Simulation for Efficient Risk Estimation	2019-08-12	Paper
Novel results for the anisotropic sparse grid quadrature	2018-06-01	Paper
Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation	2018-03-08	Paper
Optimization of mesh hierarchies in multilevel Monte Carlo samplers	2017-02-03	Paper
Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity	2017-02-01	Paper
Multi-index Monte Carlo: when sparsity meets sampling	2016-04-05	Paper
A continuation multilevel Monte Carlo algorithm	2015-06-25	Paper
Multilevel Importance Sampling for Rare Events Associated With the McKean--Vlasov Equation	N/A	Paper

Research outcomes over time

This page was built for person: Abdul-Lateef Haji-Ali