Multilevel hybrid split-step implicit tau-leap. - Chiheb Ben Hammouda; Alvaro Moraes; Raúl Tempone (Numer. Algorithms, 2017)

Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. - Chiheb Ben Hammouda; Nadhir Ben Rached; Raúl Tempone (Stat. Comput., 2020)

Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks. - Chiheb Ben Hammouda; Nadhir Ben Rached; Raúl Tempone; Sophia Wiechert (CoRR, 2021)

Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing. - Christian Bayer 001; Chiheb Ben Hammouda; Raúl Tempone (CoRR, 2021)

Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models. - Christian Bayer 001; Chiheb Ben Hammouda; Antonis Papapantoleon; Michael Samet; Raúl Tempone (CoRR, 2022)

Learning-based importance sampling via stochastic optimal control for stochastic reaction networks. - Chiheb Ben Hammouda; Nadhir Ben Rached; Raúl Tempone; Sophia Wiechert (Stat. Comput., 2023)

Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options. - Christian Bayer 001; Chiheb Ben Hammouda; Antonis Papapantoleon; Michael Samet; Raúl Tempone (CoRR, 2024)

Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection-based approach. - Chiheb Ben Hammouda; Nadhir Ben Rached; Raúl Tempone; Sophia Wiechert (J. Comput. Appl. Math., 2024)

Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities. - Christian Bayer 001; Chiheb Ben Hammouda; Raúl Tempone (SIAM J. Sci. Comput., 2024)

Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks. - Chiheb Ben Hammouda; Maksim Chupin; Sophia Münker; Raúl Tempone (CoRR, 2025)