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

Stochastic global optimization using tangent minorants for Lipschitz functions. - Walid Ben Aribi; Hamadi Ammar; Mohamed Ben Alaya (J. Comput. Appl. Math., 2020)

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