Journal Article

2025

KAHALE, N.

Unbiased Least Squares Regression via Averaged Stochastic Gradient Descent

Forthcoming MATHEMATICS OF OPERATIONS RESEARCH

Journal Article

2024

KAHALE, N.

Unbiased time-average estimators for Markov chains

MATHEMATICS OF OPERATIONS RESEARCH, 2024, vol. 49 (4), pp. 2049-2802

Paper presented in a Conference

2023

KAHALE, N.

Unbiased time-average estimators for Markov chains

in 14th International Conference on Monte Carlo Methods and Applications, 2023, Paris, France

Journal Article

2022

KAHALE, N.

On the effective dimension and multilevel Monte Carlo

OPERATIONS RESEARCH LETTERS, 2022, vol. 50 (4), pp. pp. 415-421

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

Habilitation Dissertation

2020

KAHALE, N.

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

Université Paris 1 - Panthéon-Sorbonne, 2020

Journal Article

2020

KAHALE, N.

General multilevel Monte Carlo methods for pricing discretely monitored Asian options

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2020, vol. Volume 287 Issue 2, pp. 739-748

Paper presented in a Conference

2020

KAHALE, N.

Least-squares regressions via randomized Hessians

in OPT2020 Optimization for Machine Learning, 2020, Virtual, United States

Journal Article

2020

KAHALE, N.

Randomized Dimension Reduction for Monte Carlo Simulations

MANAGEMENT SCIENCE, 2020, vol. Volume 66, Issue 3

Journal Article

2019

KAHALE, N.

Efficient simulation of high dimensional Gaussian vectors

MATHEMATICS OF OPERATIONS RESEARCH, 2019, vol. 44(1), pp. 58-73

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