| Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model C Bayer, C Ben Hammouda, R Tempone Quantitative Finance 20 (9), 1457-1473, 2020 | 37 | 2020 |
| Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing C Bayer, C Ben Hammouda, R Tempone Quantitative Finance 23 (2), 209-227, 2022 | 27 | 2022 |
| Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks C Ben Hammouda, N Ben Rached, R Tempone Statistics and Computing 30 (6), 1665-1689, 2020 | 22 | 2020 |
| Multilevel hybrid split-step implicit tau-leap C Ben Hammouda, A Moraes, R Tempone Numerical Algorithms 74, 527-560, 2017 | 22 | 2017 |
| Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models C Bayer, C Ben Hammouda, A Papapantoleon, M Samet, R Tempone Journal of Computational Finance 27 (3), 43-86, 2024 | 14 | 2024 |
| Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities C Bayer, C Ben Hammouda, R Tempone SIAM Journal on Scientific Computing 46 (3), A1514-A1548, 2024 | 12* | 2024 |
| Hierarchical approximation methods for option pricing and stochastic reaction networks C Ben Hammouda | 9 | 2020 |
| Learning-based importance sampling via stochastic optimal control for stochastic reaction networks C Ben Hammouda, N Ben Rached, R Tempone, S Wiechert Statistics and Computing 33 (3), 58, 2023 | 8* | 2023 |
| Hierarchical adaptive sparse grids for option pricing under the rough Bergomi model C Bayer, CB Hammouda, R Tempone arXiv preprint arXiv:1812.08533, 2018 | 5 | 2018 |
| Numerical smoothing and hierarchical approximations for efficient option pricing and density estimation C Bayer, CB Hammouda, R Tempone arXiv preprint arXiv:2003.05708, 2020 | 4 | 2020 |
| Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection–based approach CB Hammouda, NB Rached, R Tempone, S Wiechert Journal of Computational and Applied Mathematics, 115853, 2024 | 3 | 2024 |
| Lagrangian relaxation for continuous‐time optimal control of coupled hydrothermal power systems including storage capacity and a cascade of hydropower systems with time delays C Ben Hammouda, E Rezvanova, E von Schwerin, R Tempone Optimal Control Applications and Methods 45 (5), 2279-2311, 2024 | 2 | 2024 |
| Generic importance sampling via stochastic optimal control and dimensionality reduction for stochastic reaction networks SF Münker Dissertation, RWTH Aachen University, 2024, 2024 | 1 | 2024 |
| Quasi-Monte Carlo with Domain Transformation for Efficient Fourier Pricing of Multi-Asset Options C Bayer, CB Hammouda, A Papapantoleon, M Samet, R Tempone arXiv preprint arXiv:2403.02832, 2024 | 1* | 2024 |
| Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks C Ben Hammouda, M Chupin, S Münker, R Tempone arXiv preprint arXiv:2502.07918, 2025 | | 2025 |
| Computing Extreme Storm Surges in Europe Using Neural Networks THJ Hermans, C Ben Hammouda, S Treu, T Tiggeloven, A Couasnon, ... EGUsphere 2025, 1-27, 2025 | | 2025 |
Raul TemponeProfessor of Applied Mathematics, Alexander von Humboldt Professor RWTH-Aachen & KAUSTVerified email at kaust.edu.sa
