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Ahmed Kebaier

24 papers hereh-index 11521 citations42 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author1
  • middle author15
  • last author7

Across the 24 of 24 papers where every author was matched, so the position is known.

fields
  • math.PR12
  • math.ST5
  • q-fin.MF2
  • stat.ME2
  • q-fin.CP1
  • q-fin.RM1
same name
  • Ahmed Kebaier — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20062026
most citedStatistical Romberg extrapolation: A new variance reduction method and applications to option pricing

87 citations · 148 across the 20 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

math.PR2014

Importance Sampling and Statistical Romberg Method for Lévy Processes

M. Ben Alaya, K. Hajji, A. Kebaier

An important family of stochastic processes arising in many areas of applied probability is the class of Lévy processes. Generally, such processes are not simulatable especially fo…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.