Amal Ben Abdellah

According to our database, Amal Ben Abdellah authored at least 3 papers between 2019 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2022

Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning.

Pierre L'Ecuyer, Florian Puchhammer, Amal Ben Abdellah

INFORMS J. Comput., 2022

2021

Density Estimation by Randomized Quasi-Monte Carlo.

Amal Ben Abdellah, Pierre L'Ecuyer, Art B. Owen, Florian Puchhammer

SIAM/ASA J. Uncertain. Quantification, 2021

2019

Array-RQMC for Option Pricing Under Stochastic Volatility Models.

Amal Ben Abdellah, Pierre L'Ecuyer, Florian Puchhammer

Proceedings of the 2019 Winter Simulation Conference, 2019