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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 -
Multilevel importance sampling for rare events associated with the McKean–Vlasov 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
1citations -
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 -
Mapping EQ-5D-5L utility scores from the severe asthma questionnaire in the SHARP CRC registry2026 Respiratory Medicine article Economics, Econometrics and Finance Health Systems, Economic Evaluations, Quality of Life Open access
Fleur L. Meulmeester, M. Elske van den Akker – van Marle, Joseph W. Lanario, Michael E. Hyland, Anne Mcgahey, Dominique Hamerlijnck, +21 more
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 -
Quasi-Monte Carlo with Domain Transformation for Efficient Fourier Pricing of Multi-Asset Options2024 RePEc: Research Papers in Economics preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access
Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Raul F. Tempone
1citations -
Mapping the Severe Asthma Questionnaire to EQ-5D-5L health utility scores in the SHARP CRC registry2025 conference-paper Economics, Econometrics and Finance Health Systems, Economic Evaluations, Quality of Life
Fleur L. Meulmeester, Joseph W. Lanario, Matthew Masoli, Simon J Doe, Kathleen Bayani, Dawn Redwood, +16 more
0citations
10 results