The following pages link to Mohamed Ben Alaya (Q271862):
Displaying 5 items.
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Multilevel Monte Carlo for Asian options and limit theorems (Q742078) (← links)
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
- Stochastic global optimization using tangent minorants for Lipschitz functions (Q1989202) (← links)
- Maximum likelihood estimation in continuous affine Volterra processes in the ergodic regime (Q6529684) (← links)
