Nabil Kahalé

Nabil Kahalé is a faculty member at ESCP Europe in Paris. He graduated from Ecole Polytechnique with a B.S. in Engineering in 1987 and received his Ph.D. in theoretical Computer Science from MIT in 1993.

Referee to: Combinatorica, 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, Risk Magazine, Journal of the ACM, Operations Research, French Ministry of Economy, Industry and Employment.

Contact: nkahale@yahoo.com or nkahale@escpeurope.eu.

Papers

• Model-independent lower bound on variance swaps. October 2009.
  
  
• Sparse calibrations of contingent claims. Mathematical Finance 20(1): 105-115 (2010).
  
  
• Analytic crossing probabilities for certain barriers by Brownian motion. Annals of Applied Probability 18(4): 1424-1440 (2008).
  
  
• An Arbitrage-free Interpolation of Volatilities. Risk Magazine, 17(5): 102-106 (May 2004). A preliminary version has been presented at DRI-CCF Research Seminars, February 2002. Click here for an extended version.
  
  
• Faster Pricing of Convertible Bonds. With Jean-Noêl Dordain and Arnaud Vinciguerra. FOW, 348, May 2000. Presented at  Frontières en Finance workshop “Numerical pricing methods for complex derivatives “, May 2000.
  
  
• Computing Call Admission Capacities in Linear Networks. With Edward G. Coffman Jr., Anja Feldmann, B. Poonen. Probability in the Engineering and Information Sciences 13: 387-406 (1999).
  
  
• On the Minimum Distance of Parallel and Serially Concatenated Codes. With R. Urbanke. IEEE International Symposium on Information Theory 31 (1998).
  
  
• Approximating the independence number via the theta function. With Noga Alon. Mathematical Programming 80: 253-264 (1998).
  
  
• Greedy Dynamic Routing on Arrays. With Frank Thomson Leighton. J. Algorithms 29(2): 390-410 (1998).
  
  
• Processor-Ring Communication: A Tight Asymptotic Bound on Packet Waiting Times. With Edward G. Coffman Jr., Frank Thomson Leighton. SIAM J. Comput. 27(5): 1221-1236 (1998).
  
  
• Dynamic Global Packet Routing in Wireless Networks. With Paul E. Wright. INFOCOM: 1414-1421 (1997).
  
  
• A Semidefinite Bound for Mixing Rates of Markov chains. Random Structures and Algorithms 11(4): 299-313 (1997).
  
  
• A Spectral Technique for Coloring Random 3-Colorable Graphs. With Noga Alon. SIAM J. Comput. 26(6): 1733-1748 (1997).
  
  
• Large deviation bounds for Markov chains. Combinatorics, Probability and Computing 6: 465-474 (1997).
  
  
• Isoperimetric Inequalities and Eigenvalues. SIAM Journal on Discrete Mathematics 10(1): 30-40 (1997).
  
  
• Bounds on the Chromatic Polynomial and on the Number of Acyclic Orientations of a Graph. With Leonard J. Schulman. Combinatorica 16(3): 383-397 (1996).
  
  
• Eigenvalues and Expansion of Regular Graphs. JACM 42(5): 1091-1106 (1995).
  
  
• Fault Diagnosis in a Flash. With Richard Beigel, William Hurwood. Proceedings of the 36th Annual IEEE Conference on Foundations of Computer Science: 571-580 (1995).
  
  
• Lower Bounds for Sorting Networks. With Frank Thomson Leighton, Yuan Ma, C. Greg Plaxton, Torsten Suel, Endre Szemerédi. 27th Annual ACM Symposium on Theory of Computing: 437-446 (1995).
  
  
• On reducing the cut ratio to the multicut problem. DIMACS TR: 93-78 (1993).
  
  
• New modular properties of Bell numbers. Journal of Combinatorial Theory, Series A, 58:147-152 (1991).