Ahmed Kebaier

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Papers (8)

1. Non-asymptotic error bounds for The Multilevel Monte Carlo Euler method applied to SDEs with constant diffusion coefficient math.PR · 2017 · author #2
2. Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations math.ST · 2016 · author #3
3. Improved adaptive Multilevel Monte Carlo and applications to finance math.PR · 2016 · author #3
4. Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model math.ST · 2015 · author #3
5. Maximum Likelihood Estimation for Wishart processes math.ST · 2015 · author #2
6. Central limit theorem for the multilevel Monte Carlo Euler method math.PR · 2015 · author #2
7. Theorems Limit With Weight For The Vectorial Martingales To Continuous Time math.PR · 2006 · author #2
8. Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing math.PR · 2006 · author #1

Mentions

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Frequent Coauthors

• Mohamed Ben Alaya 4 shared papers
• Gyula Pap 2 shared papers
• Matyas Barczy 2 shared papers
• Aur\'elien Alfonsi 1 shared papers
• Benjamin Jourdain 1 shared papers
• Cl\'ement Rey 1 shared papers
• Faouzi Chaabane 1 shared papers
• Kaouther Hajji 1 shared papers