Chiheb Ben Hammouda
Orcid: 0000-0002-8386-0406
According to our database1,
Chiheb Ben Hammouda
authored at least 8 papers
between 2017 and 2024.
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Bibliography
2024
2023
Learning-based importance sampling via stochastic optimal control for stochastic reaction networks.
Stat. Comput., June, 2023
Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach.
CoRR, 2023
2022
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models.
CoRR, 2022
2021
Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing.
CoRR, 2021
Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks.
CoRR, 2021
2020
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks.
Stat. Comput., 2020
2017