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Mohamed Ben Alaya
4
Documents
Présentation
Mohamed Ben ALAYA
Publications
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Asymptotic Behavior of The Maximum Likelihood Estimator For Ergodic and Nonergodic Sqaure-Root DiffusionsStochastic Analysis and Applications, 2013, http://www.tandfonline.com/doi/full/10.1080/07362994.2013.798175#.U-CT8FFb9zA. ⟨10.1080/07362994.2013.798175⟩
Article dans une revue
hal-00640053v1
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Importance Sampling and Statistical Romberg method2013
Pré-publication, Document de travail
hal-00812455v1
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Central Limit Theorem for the Multilevel Monte Carlo Euler Method and Applications to Asian Options2012
Pré-publication, Document de travail
hal-00693191v1
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Parameter Estimation for the Square-root Diffusions : Ergodic and Nonergodic Cases2010
Pré-publication, Document de travail
hal-00579644v1
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