Nabil Kahalé graduated in 1987 from Ecole Polytechnique with a Bachelor of Science in Engineering, received his Ph.D. in theoretical Computer Science from MIT in 1993, and earned his HDR – French diploma allowing to supervise PhD students – from Université Paris 1 Panthéon-Sorbonne in 2020.

Prior to joining ESCP Business School, Nabil Kahalé has held research positions in theoretical Computer Science and worked in the fields of Financial Derivatives and Risk Management. His current research concentrates on Financial Derivatives Pricing and on Machine Learning.

Professor Kahalé has published in European Journal of Operational Research, Mathematics of Operations Research, Management Science, Mathematical Finance, Annals of Applied Probability, Mathematical Programming, and SIAM Journal on Computing, among others. He has done consulting work for banks, and has been a referee to: Journal of Futures Markets, Finance and Sochastics, Operations Research, Journal of the ACM, Risk Magazine, Random Structures and Algorithms, Journal of Computer and System Sciences, Journal of Combinatorial Theory, Series B, SIAM Journal on Discrete Mathematics, Discrete Applied Mathematics, IEEE Journal on Selected Areas in Communications, and The French Ministry of Economy and Finance. He has lectured in seminars at various universities including UC Berkeley, Carnegie-Mellon University, Massachusetts Institute of Technology, Princeton University, Rutgers University, Ecole Polytechnique, Stanford University and University of Minnesota.

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32 publications

Academic Articles

2023

KAHALE, N.

Unbiased time-average estimators for Markov chains

MATHEMATICS OF OPERATIONS RESEARCH, https://pubsonline.informs.org/doi/abs/10.1287/moor.2022.0326

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

Academic Articles

2017

KAHALE, N.

Super-Replication of Financial Derivatives Via Convex Programming

MANAGEMENT SCIENCE, 63(7), 2323-2339