Kahale Nabil | ESCP Business School

Nabil Kahale

Associate Professor of Finance

Department : Finance
Campus : Paris

Prior to joining ESCP Business School, Nabil Kahalé held research positions in theoretical computer science and worked in the fields of financial derivatives and risk management. His current research focuses on financial derivatives, Monte Carlo methods, optimization, and machine learning. Professor Kahalé has published scientific articles in international journals such as the European Journal of Operational Research, Mathematics of Operations Research, Management Science, Mathematical Finance, Annals of Applied Probability, Mathematical Programming, and the SIAM Journal on Computing, among others. He has also worked as a consultant for banks and served as a referee for the French Ministry of Economy and Finance. Nabil Kahalé graduated in 1987 from École Polytechnique with a Bachelor of Science in Engineering, received his PhD in theoretical computer science from MIT in 1993, and earned his HDR – the French diploma allowing supervision of PhD students – from Université Paris 1 Panthéon-Sorbonne in 2020....

PUBLICATIONS

Display:

15 publications

Academic Articles

2025

KAHALE, N.

Unbiased Least Squares Regression via Averaged Stochastic Gradient Descent

MATHEMATICS OF OPERATIONS RESEARCH

Academic Articles

2024

KAHALE, N.

Unbiased time-average estimators for Markov chains

MATHEMATICS OF OPERATIONS RESEARCH, 49 (4), 2049-2802

Academic Articles

2022

KAHALE, N.

On the effective dimension and multilevel Monte Carlo

OPERATIONS RESEARCH LETTERS, 50 (4), pp. 415-421

Academic Articles

2020

KAHALE, N.

Randomized Dimension Reduction for Monte Carlo Simulations

MANAGEMENT SCIENCE, Volume 66, Issue 3

Academic Articles

2020

KAHALE, N.

General multilevel Monte Carlo methods for pricing discretely monitored Asian options

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, Volume 287 Issue 2, 739-748

Conference Presentations

2020

KAHALE, N.

Least-squares regressions via randomized Hessians

Neurips

PhD / HDR Dissertation

2020

KAHALE, N.

Contributions à l’ évaluation robuste des dérivés financiers et à la simulation Monte-Carlo

Université Paris 1 - Panthéon-Sorbonne

Academic Articles

2019

KAHALE, N.

Efficient simulation of high dimensional Gaussian vectors

MATHEMATICS OF OPERATIONS RESEARCH, 44(1), 58-73

Conference Presentations

2019

KAHALE, N.

Randomized Dimension Reduction for Monte Carlo Simulations

Mathematical finance academicians

Conference Presentations

2018

KAHALE, N.

Randomized Dimension Reduction for Monte Carlo Simulations

Mathematical Optimization Society

Research and expertise

News & events

Events

Financial Institutions and Corporate Finance

04 June 2026 - 05 June 2025
07.00 am - 02.00 pm

Events

AI in Higher Education Summit 2026 – Paris, 17–18 March

17 - 18 March 2026
07.00 am - 05.20 pm

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Academic Articles

2025

Unbiased Least Squares Regression via Averaged Stochastic Gradient Descent

Academic Articles

2024

Unbiased time-average estimators for Markov chains

Academic Articles

2022

On the effective dimension and multilevel Monte Carlo

Academic Articles

2020

Randomized Dimension Reduction for Monte Carlo Simulations

Academic Articles

2020

General multilevel Monte Carlo methods for pricing discretely monitored Asian options

Conference Presentations

2020

Least-squares regressions via randomized Hessians

PhD / HDR Dissertation

2020

Contributions à l’ évaluation robuste des dérivés financiers et à la simulation Monte-Carlo

Academic Articles

2019

Efficient simulation of high dimensional Gaussian vectors

Conference Presentations

2019

Randomized Dimension Reduction for Monte Carlo Simulations

Conference Presentations

2018

Randomized Dimension Reduction for Monte Carlo Simulations

Research and expertise

News & events

Events

Events