E-LIB Suche - Ergebnisse für: Gobet, E.

1

Weak approximations and VIX option price expansions in forw..:

Bourgey, F. ; De Marco, S. ; Gobet, E.
Quantitative Finance. 23 (2023) 9 - p. 1259-1283 , 2023

Link: https://doi.org/10.1080/..

2

Alpine Glacier Reveals Ecosystem Impacts of Europe's Prospe..:

Brugger, S. O. ; Schwikowski, M. ; Gobet, E....
Geophysical Research Letters. 48 (2021) 20 - p. , 2021

Link: https://doi.org/10.1029/..

3

Uncertainty Quantification for Stochastic Approximation Lim..:

Crépey, S. ; Fort, G. ; Gobet, E..
SIAM/ASA Journal on Uncertainty Quantification. 8 (2020) 3 - p. 1061-1089 , 2020

Link: https://doi.org/10.1137/..

4

Numerical approximations of McKean anticipative backward st..:

Agarwal, A. ; De Marco, S. ; Gobet, E....
ESAIM: Proceedings and Surveys. 65 (2019) - p. 1-26 , 2019

Link: https://doi.org/10.1051/..

5

A sparse grid approach to balance sheet risk measurement:

Bénézet, Cyril ; Bonnefoy, Jérémie ; Chassagneux, Jean-François...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 236-265 , 2019

Link: https://doi.org/10.1051/..

6

Editorial CEMRACS 2017 – Numerical methods for stochastic m..:

Bouchard, Bruno ; Chassagneux, Jean-François ; Delarue, François...
ESAIM: Proceedings and Surveys. 65 (2019) - p. I-I , 2019

Link: https://doi.org/10.1051/..

7

New particle representations for ergodic McKean-Vlasov SDEs:

AlRachid, Houssam ; Bossy, Mireille ; Ricci, Cristiano...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 68-83 , 2019

Link: https://doi.org/10.1051/..

8

Bias behaviour and antithetic sampling in mean-field partic..:

Bencheikh, O. ; Jourdain, B. ; Bouchard, B....
ESAIM: Proceedings and Surveys. 65 (2019) - p. 219-235 , 2019

Link: https://doi.org/10.1051/..

9

Some non monotone schemes for Hamilton-Jacobi-Bellman equat..:

Warin, Xavier ; Bouchard, B. ; Chassagneux, J.-F....
ESAIM: Proceedings and Surveys. 65 (2019) - p. 476-497 , 2019

Link: https://doi.org/10.1051/..

10

Stochastic approximation schemes for economic capital and r..:

Barrera, David ; Crépey, Stéphane ; Diallo, Babacar...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 182-218 , 2019

Link: https://doi.org/10.1051/..

11

Shapley effects for sensitivity analysis with dependent inp..:

Benoumechiara, Nazih ; Elie-Dit-Cosaque, Kevin ; Bouchard, B....
ESAIM: Proceedings and Surveys. 65 (2019) - p. 266-293 , 2019

Link: https://doi.org/10.1051/..

12

Optimal inventory management and order book modeling:

Baradel, Nicolas ; Bouchard, Bruno ; Evangelista, David...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 145-181 , 2019

Link: https://doi.org/10.1051/..

13

Monte-Carlo methods for the pricing of American options: a ..:

Bouchard, Bruno ; Wai Chau, Ki ; Manai, Arij...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 294-308x , 2019

Link: https://doi.org/10.1051/..

14

Numerical approximation of general Lipschitz BSDEs with bra..:

Bouchard, Bruno ; Tan, Xiaolu ; Warin, Xavier...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 309-329 , 2019

Link: https://doi.org/10.1051/..

15

Regression Monte Carlo for microgrid management:

Alasseur, Clemence ; Balata, Alessandro ; Ben Aziza, Sahar...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 46-67 , 2019

Link: https://doi.org/10.1051/..