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Henry-Labordere, Pierre
67  Ergebnisse:
OpenAccess-Volltexte X
Personensuche X
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1

Pricing Bermudan options using regression trees/random fore..:

El Filali Ech-Chafiq, Zineb ; Henry-Labordere, Pierre ; Lelong, Jérôme
info:eu-repo/semantics/altIdentifier/arxiv/2201.02587.  , 2023
Link: https://hal.science/hal-..
 
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2

Generative modeling for time series via Schrödinger bridge:

Hamdouche, Mohamed ; Henry-Labordere, Pierre ; Pham, Huyên
info:eu-repo/semantics/altIdentifier/arxiv/2304.05093.  , 2023
Link: https://hal.science/hal-..
 
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3

Generative modeling for time series via Schr{\"o}dinger bri..:

Hamdouche, Mohamed ; Henry-Labordere, Pierre ; Pham, Huyên
http://arxiv.org/abs/2304.05093.  , 2023
Link: http://arxiv.org/abs/230..
 
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4

Generative modeling for time series via Schrödinger bridge:

Hamdouche, Mohamed ; Henry-Labordere, Pierre ; Pham, Huyên
info:eu-repo/semantics/altIdentifier/arxiv/2304.05093.  , 2023
Link: https://hal.science/hal-..
 
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5

Generative modeling for time series via Schrödinger bridge:

Hamdouche, Mohamed ; Henry-Labordere, Pierre ; Pham, Huyên
info:eu-repo/semantics/altIdentifier/arxiv/2304.05093.  , 2023
Link: https://hal.science/hal-..
 
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6

Pricing Bermudan options using regression trees/random fore..:

El Filali Ech-Chafiq, Zineb ; Henry-Labordere, Pierre ; Lelong, Jérôme
info:eu-repo/semantics/altIdentifier/arxiv/2201.02587.  , 2023
Link: https://hal.science/hal-..
 
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7

Policy gradient learning methods for stochastic control wit..:

Hamdouche, Mohamed ; Henry-Labordere, Pierre ; Pham, Huyen
http://arxiv.org/abs/2302.07320.  , 2023
Link: http://arxiv.org/abs/230..
 
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8

Pricing Bermudan options using regression trees/random fore..:

El Filali Ech-Chafiq, Zineb ; Henry-Labordere, Pierre ; Lelong, Jérôme
info:eu-repo/semantics/altIdentifier/arxiv/2201.02587.  , 2021
Link: https://hal.science/hal-..
 
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9

Pricing Bermudan options using regression trees/random fore..:

Ech-Chafiq, Zineb El Filali ; Henry-Labordere, Pierre ; Lelong, Jérôme
http://arxiv.org/abs/2201.02587.  , 2021
Link: http://arxiv.org/abs/220..
 
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10

Pricing Bermudan options using regression trees/random fore..:

El Filali Ech-Chafiq, Zineb ; Henry-Labordere, Pierre ; Lelong, Jérôme
hal-03436046.  , 2021
Link: https://hal.archives-ouv..
 
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11

From (Martingale) Schrodinger bridges to a new class of Sto..:

Henry-Labordere, Pierre
info:eu-repo/semantics/altIdentifier/arxiv/1904.04554.  , 2019
Link: https://hal.archives-ouv..
 
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12

Building arbitrage-free implied volatility: Sinkhorn's algo..:

De March, Hadrien ; Henry-Labordere, Pierre
http://arxiv.org/abs/1902.04456.  , 2019
Link: http://arxiv.org/abs/190..
 
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13

BUILDING ARBITRAGE-FREE IMPLIED VOLATILITY: SINKHORN'S ALGO..:

de March, Hadrien ; Henry-Labordere, Pierre
info:eu-repo/semantics/altIdentifier/arxiv/1902.04456.  , 2019
Link: https://hal.science/hal-..
 
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14

BUILDING ARBITRAGE-FREE IMPLIED VOLATILITY: SINKHORN'S ALGO..:

de March, Hadrien ; Henry-Labordere, Pierre
info:eu-repo/semantics/altIdentifier/arxiv/1902.04456.  , 2019
Link: https://hal.science/hal-..
 
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15

BUILDING ARBITRAGE-FREE IMPLIED VOLATILITY: SINKHORN'S ALGO..:

de March, Hadrien ; Henry-Labordere, Pierre
info:eu-repo/semantics/altIdentifier/arxiv/1902.04456.  , 2019
Link: https://hal.science/hal-..
 
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