Concepedia

Ahmed Kebaier

AK

5

Publications

170

Citations

5

H-Index

2012

Active since

Affiliations

Centre National de la Recherche Scientifique(Current)

Laboratoire Analyse, Géométrie et Applications

Sorbonne Paris Cité

Université Sorbonne Paris Nord

Université Paris Cité

Ahmed Kebaier is an author at Centre National de la Recherche Scientifique specializing in stochastic calculus, statistics, and engineering.

Top concepts

StatisticsEngineeringStochastic CalculusFinanceBusinessProbabilityAsset PricingOption PricingNumerical AnalysisFunctional Analysis

Publications per year

2012–2023

5

Publications

5

Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases

Mohamed Ben Alaya, Ahmed Kebaier · Stochastic Models · 2012 · 49 citations

Engineering, Nonergodic Diffusion, Heston Model +17

Asymptotic Behavior of the Maximum Likelihood Estimator for Ergodic and Nonergodic Square-Root Diffusions

Mohamed Ben Alaya, Ahmed Kebaier · Stochastic Analysis and Applications · 2013 · 48 citations · Full text

Central limit theorem for the multilevel Monte Carlo Euler method

Mohamed Ben Alaya, Ahmed Kebaier · The Annals of Applied Probability · 2014 · 35 citations · Full text

Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation

Ahmed Kebaier, Jérôme Lelong · Methodology And Computing In Applied Probability · 2017 · 20 citations · Full text

Monte Carlo, Multilevel Monte Carlo, Monte Carlo Method +7

Approximation of Stochastic Volterra Equations with kernels of completely monotone type

Aurélien Alfonsi, Ahmed Kebaier · Mathematics of Computation · 2023 · 18 citations · Full text

Numerical Analysis, Stochastic Volterra Equations, Multivariate Stochastic Volatility +15

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