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Amal Ben Abdellah
Amal Ben Abdellah
Université de Montréal
Verified email at umontreal.ca
Title
Cited by
Cited by
Year
Monte Carlo and quasi–Monte Carlo density estimation via conditioning
P L’Ecuyer, F Puchhammer, A Ben Abdellah
INFORMS Journal on Computing 34 (3), 1729-1748, 2022
222022
Density estimation by randomized quasi-Monte Carlo
A Ben Abdellah, P L'Ecuyer, AB Owen, F Puchhammer
SIAM/ASA Journal on Uncertainty Quantification 9 (1), 280-301, 2021
182021
Array-RQMC for option pricing under stochastic volatility models
AB Abdellah, P L’Ecuyer, F Puchhammer
2019 Winter Simulation Conference (WSC), 440-451, 2019
92019
Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
F Puchhammer, A Ben Abdellah, P L’Ecuyer
Bulletin of Mathematical Biology 83 (8), 91, 2021
82021
Randomized Quasi-Monte Carlo Methods for Density Estimation and Simulation of Markov Chains
A Ben Abdellah
2021
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