Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation by Haji-Ali, A, Tempone, R

Multilevel nested simulation for efficient risk estimation by Giles, M, Haji-Ali, A

Subsampling and other considerations for efficient risk estimation in large portfolios by Giles, MB, Haji-Ali, A-L

Multilevel path branching for digital options by Giles, MB, Haji-Ali, A-L

Multi-index Monte Carlo: when sparsity meets sampling by Haji-Ali, A, Nobile, F, Tempone, R

Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity by Haji-Ali, A, Nobile, F, Tamellini, L, Tempone, R

Optimization of mesh hierarchies in multilevel Monte Carlo samplers by Haji-Ali, A, Nobile, F, von Schwerin, E, Tempone, R