E-LIB Suche - Ergebnisse für: Goudenège, Ludovic

1

Moving average options: Machine learning and Gauss-Hermite ..:

Goudenège, Ludovic ; Molent, Andrea ; Zanette, Antonino
European Journal of Operational Research. 303 (2022) 2 - p. 958-974 , 2022

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

2

Likelihood-based non-Markovian models from molecular dynami..:

Vroylandt, Hadrien ; Goudenège, Ludovic ; Monmarché, Pierre..
Proceedings of the National Academy of Sciences. 119 (2022) 13 - p. , 2022

Link: https://doi.org/10.1073/..

3

Numerical and convergence analysis of the stochastic Lagran..:

Doghman, Jad ; Goudenège, Ludovic
Journal of Computational and Applied Mathematics. 414 (2022) - p. 114446 , 2022

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

4

Stochastic phase field α-Navier-Stokes vesicle-fluid intera..:

Goudenège, Ludovic ; Manca, Luigi
Journal of Mathematical Analysis and Applications. 496 (2021) 1 - p. 124805 , 2021

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

5

Reexamining the framework for intermittency in Lagrangian s..:

Letournel, Roxane ; Goudenège, Ludovic ; Zamansky, Rémi..
Physical Review E. 104 (2021) 1 - p. , 2021

Link: https://doi.org/10.1103/..

6

Gaussian process regression for pricing variable annuities ..:

Goudenège, Ludovic ; Molent, Andrea ; Zanette, Antonino
Decisions in Economics and Finance. 44 (2020) 1 - p. 57-72 , 2020

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

7

Computing credit valuation adjustment solving coupled PIDEs..:

Goudenège, Ludovic ; Molent, Andrea ; Zanette, Antonino
Computational Management Science. 17 (2020) 2 - p. 163-178 , 2020

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

8

Ergodicity of stochastic Cahn-Hilliard equations with logar..:

Goudenège, Ludovic ; Xie, Bin
Journal of Differential Equations. 269 (2020) 9 - p. 6988-7014 , 2020

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

9

Machine learning for pricing American options in high-dimen..:

Goudenège, Ludovic ; Molent, Andrea ; Zanette, Antonino
Quantitative Finance. 20 (2020) 4 - p. 573-591 , 2020

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

10

Statistical and probabilistic modeling of a cloud of partic..:

Goudenège, Ludovic ; Larat, Adam ; Llobell, Julie...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 401-424 , 2019

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

11

Weak convergence rates of splitting schemes for the stochas..:

Bréhier, Charles-Edouard ; Goudenège, Ludovic
BIT Numerical Mathematics. 60 (2019) 3 - p. 543-582 , 2019

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

12

Fourier-Cosine Method for Pricing and Hedging Insurance Der..:

Goudenège, Ludovic ; Molent, Andrea ; Wei, Xiao.
Theoretical Economics Letters. 8 (2018) 3 - p. 282-291 , 2018

Link: https://doi.org/10.4236/..

13

Pricing and hedging GMWB in the Heston and in the Black–Sch..:

Goudenege, Ludovic ; Molent, Andrea ; Zanette, Antonino
Computational Management Science. 16 (2018) 1-2 - p. 217-248 , 2018

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

14

Numerical methods for piecewise deterministic Markov proces..:

Cocozza-Thivent, Christiane ; Eymard, Robert ; Goudenège, Ludovic.
IMA Journal of Numerical Analysis. 37 (2016) 1 - p. 170-208 , 2016

Link: https://doi.org/10.1093/..

15

Pricing and hedging GLWB in the Heston and in the Black–Sch..:

Goudenège, Ludovic ; Molent, Andrea ; Zanette, Antonino
Insurance: Mathematics and Economics. 70 (2016) - p. 38-57 , 2016

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