E-LIB Suche - Ergebnisse für: Gobet, Emmanuel

1

A Mean Field Game Model for Renewable Investment Under Long..:

Escribe, Célia ; Garnier, Josselin ; Gobet, Emmanuel
Dynamic Games and Applications. , 2024

Link: https://doi.org/10.1007/..

2

Structured dictionary learning of rating migration matrices..:

Allouche, Michaël ; Gobet, Emmanuel ; Lage, Clara.
Computational Statistics. , 2024

Link: https://doi.org/10.1007/..

3

Transform MCMC Schemes for Sampling Intractable Factor Copu..:

Bénézet, Cyril ; Gobet, Emmanuel ; Targino, Rodrigo
Methodology and Computing in Applied Probability. 25 (2023) 1 - p. , 2023

Link: https://doi.org/10.1007/..

4

Estimation of extreme quantiles from heavy-tailed distribut..:

Allouche, Michaël ; Girard, Stéphane ; Gobet, Emmanuel
Statistics and Computing. 34 (2023) 1 - p. , 2023

Link: https://doi.org/10.1007/..

5

Optimal ecological transition path of a credit portfolio di..:

Gobet, Emmanuel ; Lage, Clara
Annals of Operations Research. 336 (2023) 1-2 - p. 1161-1195 , 2023

Link: https://doi.org/10.1007/..

6

Unbiasing and robustifying implied volatility calibration i..:

Echenim, Mnacho ; Gobet, Emmanuel ; Maurice, Anne-Claire
Quantitative Finance. 23 (2023) 9 - p. 1285-1304 , 2023

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

7

Newton Method for Stochastic Control Problems:

Gobet, Emmanuel ; Grangereau, Maxime
SIAM Journal on Control and Optimization. 60 (2022) 5 - p. 2996-3025 , 2022

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

8

A Comparative Study of Polynomial-Type Chaos Expansions for..:

Bourgey, Florian ; Gobet, Emmanuel ; Rey, Clément
SIAM/ASA Journal on Uncertainty Quantification. 10 (2022) 4 - p. 1350-1383 , 2022

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

9

Bridging socioeconomic pathways of $$\textrm{CO}_2$$ emissi..:

Bourgey, Florian ; Gobet, Emmanuel ; Jiao, Ying
Annals of Operations Research. 336 (2022) 1-2 - p. 1197-1218 , 2022

Link: https://doi.org/10.1007/..

10

A generative model for fBm with deep ReLU neural networks:

Allouche, Michaël ; Girard, Stéphane ; Gobet, Emmanuel
Journal of Complexity. 73 (2022) - p. 101667 , 2022

Link: https://doi.org/10.1016/..

11

Extended Mckean-Vlasov optimal stochastic control applied t..:

Gobet, Emmanuel ; Grangereau, Maxime
ESAIM: Control, Optimisation and Calculus of Variations. 28 (2022) - p. 40 , 2022

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

12

Metamodel of a Large Credit Risk Portfolio in the Gaussian ..:

Bourgey, Florian ; Gobet, Emmanuel ; Rey, Clément
SIAM Journal on Financial Mathematics. 11 (2020) 4 - p. 1098-1136 , 2020

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

13

Option valuation and hedging using an asymmetric risk funct..:

Gobet, Emmanuel ; Pimentel, Isaque ; Warin, Xavier
Finance and Stochastics. 24 (2020) 3 - p. 633-675 , 2020

Link: https://doi.org/10.1007/..

14

Volatility Uncertainty Quantification in a Stochastic Contr..:

Bernal, Francisco ; Gobet, Emmanuel ; Printems, Jacques
Methodology and Computing in Applied Probability. 22 (2019) 1 - p. 135-159 , 2019

Link: https://doi.org/10.1007/..

15

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/..