Chiheb Ben Hammouda

Available identifiers

zbMath Open ben-hammouda.chihebMaRDI QIDQ509645

List of research outcomes

Publication	Date of Publication	Type
Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities	2024-05-07	Paper
Learning-based importance sampling via stochastic optimal control for stochastic reaction networks	2023-07-20	Paper
Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing	2023-06-20	Paper
Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model	2020-12-07	Paper
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks	2020-11-04	Paper
Multilevel hybrid split-step implicit tau-leap	2017-02-17	Paper
Lagrangian Relaxation for Continuous-Time Optimal Control of Coupled Hydrothermal Power Systems Including Storage Capacity and a Cascade of Hydropower Systems with Time Delays	0001-01-03	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Chiheb Ben Hammouda