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Mohamed Ben ALAYA

Journal articles4 documents

  • Mohamed Ben Alaya, Ahmed Kebaier, Mohamed Ben Alaya. Central limit theorem for the multilevel Monte Carlo Euler method. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2015, 25 (1), pp.211-234. ⟨10.1214/13-AAP993⟩. ⟨hal-02332484⟩
  • Mohamed Ben Alaya, Ahmed Kebaier. Asymptotic Behavior of The Maximum Likelihood Estimator For Ergodic and Nonergodic Sqaure-Root Diffusions. Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2013, ⟨10.1080/07362994.2013.798175⟩. ⟨hal-00640053⟩
  • Mohamed Ben Alaya, Thierry Huillet, Anna Porzio. On an Extension of Min-Semistable Distributions. Probability and Mathematical Statistics, 2007, 27 (No 2), pp.303-323. ⟨hal-00136135⟩
  • Thierry Huillet, Mohamed Ben Alaya. On a functional equation generalizing the class of semistable distributions.. Annals of the Institute of Statistical Mathematics, Springer Verlag, 2005, Vol 57, Issue 4, pp.817-831. ⟨hal-00093130⟩

Preprints, Working Papers, ...3 documents

  • Mohamed Ben Alaya, Kaouther Hajji, Ahmed Kebaier. Importance Sampling and Statistical Romberg method. 2013. ⟨hal-00812455⟩
  • Mohamed Ben Alaya, Ahmed Kebaier. Central Limit Theorem for the Multilevel Monte Carlo Euler Method and Applications to Asian Options. 2012. ⟨hal-00693191⟩
  • Mohamed Ben Alaya, Ahmed Kebaier. Parameter Estimation for the Square-root Diffusions : Ergodic and Nonergodic Cases. 2010. ⟨hal-00579644⟩

Theses1 document

  • Mohamed Ben Alaya. Les théorèmes ergodiques en simulation. Sciences de la Terre. Ecole Nationale des Ponts et Chaussées, 1992. Français. ⟨tel-00523186⟩