Group for Research in Decision Analysis

Amal Ben Abdellah

Student (Ph.D.), GERAD


since Jan 2015
Ph.D. Méthodes quasi-Monte Carlo pour chaines de Markov
Université de Montréal – Department of Computer Science and Operations Research, Pierre L'Ecuyer, director

Cahiers du GERAD


Array-RQMC for option pricing under stochastic volatility models
, , and
To appear in: Proceedings of the 2019 Winter Simulation Conference, IEEE Press, 2019 BibTeX reference