Multilevel Monte Carlo methods and statistical inference for financial models - TEL - Thèses en ligne
Habilitation À Diriger Des Recherches Year : 2017

Multilevel Monte Carlo methods and statistical inference for financial models

Méthodes Multilevel Monte Carlo et Statistiques des Processus en Finance

Ahmed Kebaier
Laboratoire Analyse, Géométrie et Applications

Domains

Probability [math.PR] Statistics [math.ST] Computational Finance [q-fin.CP] Pricing of Securities [q-fin.PR]
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Submitted on : Sunday, May 23, 2021-4:10:39 PM

Last modification on : Thursday, November 28, 2024-10:50:12 AM

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Dates and versions

tel-01684717 , version 1 (15-01-2018)
tel-01684717 , version 2 (23-05-2021)

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  • HAL Id : tel-01684717 , version 2

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Ahmed Kebaier. Multilevel Monte Carlo methods and statistical inference for financial models. Probability [math.PR]. Université Paris 13, 2017. ⟨tel-01684717v2⟩

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