Lokman A. Abbas-Turki
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Person:742079
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pathwise CVA regressions with oversimulated defaults Mathematical Finance | 2023-09-28 | Paper |
| Resilience of Randomized RNS Arithmetic with Respect to Side-Channel Leaks of Cryptographic Computation IEEE Transactions on Computers | 2020-01-28 | Paper |
| XVA principles, nested Monte Carlo strategies, and GPU optimizations International Journal of Theoretical and Applied Finance | 2018-10-10 | Paper |
| Impulse control of a diffusion with a change point Stochastics | 2015-07-29 | Paper |
| Toward a coherent Monte Carlo simulation of CVA Monte Carlo Methods and Applications | 2014-09-17 | Paper |
| European options sensitivity with respect to the correlation for multidimensional Heston models International Journal of Theoretical and Applied Finance | 2014-06-13 | Paper |
| American options by Malliavin calculus and nonparametric variance and bias reduction methods SIAM Journal on Financial Mathematics | 2013-01-25 | Paper |
| American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods | 2011-04-27 | Paper |
Research outcomes over time
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