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Ahmed Kebaier
ORCID
Publication Activity (10 Years)
Years Active: 2014-2023
Publications (10 Years): 4
Top Topics
Discrete Random Variables
Approximation Algorithms
Wind Power
Monte Carlo
Top Venues
CoRR
Monte Carlo Methods Appl.
Stat. Comput.
Math. Comput.
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Publications
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Aurélien Alfonsi
,
Ahmed Kebaier
Approximation of Stochastic Volterra Equations with kernels of completely monotone type.
Math. Comput.
93 (346) (2023)
Renzo Caballero
,
Ahmed Kebaier
,
Marco Scavino
,
Raúl Tempone
Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data.
Stat. Comput.
31 (5) (2021)
Mohamed Ben Alaya
,
Ahmed Kebaier
,
Djibril Sarr
Deep Calibration of Interest Rates Model.
CoRR
(2021)
Aurélien Alfonsi
,
Ahmed Kebaier
Approximation of Stochastic Volterra Equations with kernels of completely monotone type.
CoRR
(2021)
Mohamed Ben Alaya
,
Ahmed Kebaier
Multilevel Monte Carlo for Asian options and limit theorems.
Monte Carlo Methods Appl.
20 (3) (2014)