Display:
15 publications

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

Academic Articles

2017

KAHALE, N.

Super-Replication of Financial Derivatives Via Convex Programming

MANAGEMENT SCIENCE, 63(7), 2323-2339

Research and expertise

Field of Expertise
Financial derivatives
Monte Carlo methods
Optimization
Machine learning
Research Centers
ESCP Center for Finance (ECF)
Artificial Intelligence and Decision Making – AI&DM
SDG Sustainable Development Goals
/9_Industry_Innovation_and_Infrastructure

News

Women’s Representation in Finance

How to Improve Women’s Representation in Finance

PRESS · 10/03/2025

Despite finance being one of the highest-paying and most influential industries, women remain underrepresented. Professors Almudena Cañibano and Mario…

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