6 citations · 8 across the 10 of their papers we have counts for
4 papers · 1 filter
On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances
Nadhir Ben Rached, Zdravko Botev, Abla Kammoun +2
We consider the problem of evaluating the cumulative distribution function (CDF) of the sum of order statistics, which serves to compute outage probability (OP) values at the outpu…
Implied Stopping Rules for American Basket Options from Markovian Projection
Christian Bayer, Juho Häppölä, Raúl Tempone
This work addresses the problem of pricing American basket options in a multivariate setting, which includes among others, the Bachelier and the Black-Scholes models. In high dimen…
On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates
Mohamed-Slim Alouini, Nadhir Ben Rached, Abla Kammoun +1
The sum of Log-normal variates is encountered in many challenging applications such as in performance analysis of wireless communication systems and in financial engineering. Sever…
Multilevel Monte Carlo in Approximate Bayesian Computation
Ajay Jasra, Seongil Jo, David Nott +2
In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte…