Multilevel Monte Carlo for Asian options and limit theorems. - Mohamed Ben Alaya; Ahmed Kebaier (Monte Carlo Methods Appl., 2014)

Deep Calibration of Interest Rates Model. - Mohamed Ben Alaya; Ahmed Kebaier; Djibril Sarr (CoRR, 2021)

Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data. - Renzo Caballero; Ahmed Kebaier; Marco Scavino; Raúl Tempone (Stat. Comput., 2021)

Approximation of Stochastic Volterra Equations with kernels of completely monotone type. - Aurélien Alfonsi; Ahmed Kebaier (Math. Comput., 2023)