Lokman A. Abbas-Turki

Available identifiers

zbMath Open abbas-turki.lokman-aMaRDI QIDQ742079

List of research outcomes

Publication	Date of Publication	Type
Pathwise CVA regressions with oversimulated defaults	2023-09-28	Paper
Resilience of Randomized RNS Arithmetic with Respect to Side-Channel Leaks of Cryptographic Computation	2020-01-28	Paper
XVA PRINCIPLES, NESTED MONTE CARLO STRATEGIES, AND GPU OPTIMIZATIONS	2018-10-10	Paper
Impulse control of a diffusion with a change point	2015-07-29	Paper
Toward a coherent Monte Carlo simulation of CVA	2014-09-17	Paper
EUROPEAN OPTIONS SENSITIVITY WITH RESPECT TO THE CORRELATION FOR MULTIDIMENSIONAL HESTON MODELS	2014-06-13	Paper
American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods	2013-01-25	Paper
American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods	2011-04-27	Paper

Research outcomes over time

This page was built for person: Lokman A. Abbas-Turki