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Single- and Multilevel Quadrature with Error Control for Fourier Pricing under the Rough Heston Model2026 arXiv (Cornell University) preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access
Chiheb Ben Hammouda, Abderrahmene Ben Romdhane, Michael Samet, Raul F. Tempone
0citations -
Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks2021 arXiv (Cornell University) preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access
Chiheb Ben Hammouda, Nadhir Ben Rached, Raul F. Tempone, Sophia Wiechert
0citations -
Double-loop importance sampling for McKean–Vlasov stochastic differential equation2024 Statistics and Computing article Economics, Econometrics and Finance Stochastic processes and financial applications Open access
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raul F. Tempone
9citations
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