Amal Ben Abdellah | DeepAI

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Featured Co-authors

Art B. Owen
40 publications
Pierre L'Ecuyer
12 publications
Florian Puchhammer
6 publications

research

∙ 09/01/2020

Variance Reduction with Array-RQMC for Tau-Leaping Simulation of Stochastic Biological and Chemical Reaction Networks

We explore the use of Array-RQMC, a randomized quasi-Monte Carlo method ...

0 Florian Puchhammer, et al. ∙

research

∙ 06/11/2019

Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning

Estimating the unknown density from which a given independent sample ori...

0 Pierre L'Ecuyer, et al. ∙

research

∙ 05/28/2019

Array-RQMC for option pricing under stochastic volatility models

Array-RQMC has been proposed as a way to effectively apply randomized qu...

0 Amal Ben Abdellah, et al. ∙

research

∙ 07/16/2018

Density estimation by Randomized Quasi-Monte Carlo

We consider the problem of estimating the density of a random variable X...

0 Amal Ben Abdellah, et al. ∙