Authors: Alaya, Mohamed Ben Kebaier, Ahmed

Citation: Alaya, Mohamed Ben et Kebaier, Ahmed, Central limit theorem for the multilevel Monte Carlo Euler method, Annals of applied probability , 25(1), 2015, pp. 211-234

Authors: Kebaier, Ahmed

Citation: Kebaier, Ahmed, Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing, Annals of applied probability , 15(4), 2005, pp. 2681-2705