( en | de | ru )

 

Disambiguation of "Haji-Ali, Abdul-Lateef"

Author of the publication

copydeleteadd this publication to your clipboard
Multilevel Path Branching for Digital Options.

, and . CoRR, (2022)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Abdul Ali Khan

Lateef Yusuf

Abdesselem Haji

Abdukerim Haji

Mohammad-Reza Hajirezaei

 

Other publications of authors with the same name

Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation., and . Stat. Comput., 28 (4): 923-935 (2018)Sub-sampling and other considerations for efficient risk estimation in large portfolios., and . CoRR, (2019)Efficient importance sampling for large sums of independent and identically distributed random variables., , , and . Stat. Comput., 31 (6): 79 (2021)Multi-index Monte Carlo: when sparsity meets sampling., , and . Numerische Mathematik, 132 (4): 767-806 (2016)Nested Multilevel Monte Carlo with Biased and Antithetic Sampling., and . CoRR, (2023)A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations., , and . CoRR, (2021)Multilevel Nested Simulation for Efficient Risk Estimation., and . SIAM/ASA J. Uncertain. Quantification, 7 (2): 497-525 (2019)Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity., , , and . Found. Comput. Math., 16 (6): 1555-1605 (2016)Adaptive Multilevel Monte Carlo for Probabilities., , and . SIAM J. Numer. Anal., 60 (4): 2125-2149 (August 2022)State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables., , , and . Stat. Comput., 33 (2): 40 (April 2023)