Mohamed Ben Alaya

Identifiers

• name variant Mohamed Ben Alaya 0.60 · backfill

Papers (4)

1. 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 #2
2. Improved adaptive Multilevel Monte Carlo and applications to finance math.PR · 2016 · author #1
3. Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model math.ST · 2015 · author #2
4. Central limit theorem for the multilevel Monte Carlo Euler method math.PR · 2015 · author #1

Mentions

• 1509.08869 #2 · backfill · confidence 0.70 Mohamed Ben Alaya
• 1501.06365 #1 · backfill · confidence 0.70 Mohamed Ben Alaya

Frequent Coauthors

• Ahmed Kebaier 4 shared papers
• Gyula Pap 2 shared papers
• Matyas Barczy 2 shared papers
• Kaouther Hajji 1 shared papers