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accessRights:"restricted"
~accessRights:"free"
~person:"Kahalé, Nabil"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammlung"
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Kahalé, Nabil
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Management science : journal of the Institute for Operations Research and the Management Sciences
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On the effective dimension and multilevel Monte Carlo
Kahalé, Nabil
- In:
Operations research letters
50
(
2022
)
4
,
pp. 415-421
Persistent link: https://www.econbiz.de/10013364126
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Randomized dimension reduction for Monte Carlo simulations
Kahalé, Nabil
- In:
Management science : journal of the Institute for …
66
(
2020
)
3
,
pp. 1421-1439
Persistent link: https://www.econbiz.de/10012234611
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Efficient simulation of high dimensional Gaussian vectors
Kahalé, Nabil
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 58-73
Persistent link: https://www.econbiz.de/10012001060
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