E-LIB Suche - Ergebnisse für: Lelong, Jérôme

1

How Many Inner Simulations to Compute Conditional Expectati..:

Alfonsi, Aurélien ; Lapeyre, Bernard ; Lelong, Jérôme
Methodology and Computing in Applied Probability. 25 (2023) 3 - p. , 2023

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

2

Pricing Bermudan Options Using Regression Trees/Random Fore..:

Ech-Chafiq, Zineb El Filali ; Labordère, Pierre Henry ; Lelong, Jérôme
SIAM Journal on Financial Mathematics. 14 (2023) 4 - p. 1113-1139 , 2023

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

3

Stochastic Modelling of Thermal Effects on a Ferromagnetic ..:

Labbé, Stéphane ; Lelong, Jérôme
Journal of Dynamics and Differential Equations. 32 (2019) 3 - p. 1273-1290 , 2019

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

4

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/..

5

Dual Pricing of American Options by Wiener Chaos Expansion:

Lelong, Jérôme
SIAM Journal on Financial Mathematics. 9 (2018) 2 - p. 493-519 , 2018

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

6

Online Tuning of EASY-Backfilling using Queue Reordering Po..:

Gaussier, Eric ; Lelong, Jerome ; Reis, Valentin.
IEEE Transactions on Parallel and Distributed Systems. 29 (2018) 10 - p. 2304-2316 , 2018

Link: https://doi.org/10.1109/..

7

Coupling Importance Sampling and Multilevel Monte Carlo usi..:

Kebaier, Ahmed ; Lelong, Jérôme
Methodology and Computing in Applied Probability. 20 (2017) 2 - p. 611-641 , 2017

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

8

Robust adaptive numerical integration of irregular function..:

De Luigi, Christophe ; Lelong, Jérôme ; Maire, Sylvain
Applied Numerical Mathematics. 100 (2016) - p. 14-30 , 2016

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

9

STEIN ESTIMATION OF THE INTENSITY OF A SPATIAL HOMOGENEOUS ..:

Clausel, Marianne ; Coeurjolly, Jean-François ; Lelong, Jérôme
The Annals of Applied Probability. 26 (2016) 3 - p. 1495-1534 , 2016

Link: http://www.jstor.org/sta..

10

Long time behaviour of a stochastic nanoparticle:

Étoré, Pierre ; Labbé, Stéphane ; Lelong, Jérôme
Journal of Differential Equations. 257 (2014) 6 - p. 2115-2135 , 2014

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

11

STOCHASTIC LOCAL INTENSITY LOSS MODELS WITH INTERACTING PAR..:

Alfonsi, Aurélien ; Labart, Céline ; Lelong, Jérôme
Mathematical Finance. 26 (2013) 2 - p. 366-394 , 2013

Link: https://doi.org/10.1111/..

12

Asymptotic normality of randomly truncated stochastic algor..:

Lelong, Jérôme
ESAIM: Probability and Statistics. 17 (2013) - p. 105-119 , 2013

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

13

A parallel algorithm for solving BSDEs:

Labart, Céline ; Lelong, Jérôme
Monte Carlo Methods and Applications. 19 (2013) 1 - p. , 2013

Link: https://doi.org/10.1515/..

14

Using Premia and Nsp for constructing a risk management ben..:

Chancelier, Jean‐Philippe ; Lapeyre, Bernard ; Lelong, Jérôme
Concurrency and Computation: Practice and Experience. 26 (2012) 9 - p. 1654-1665 , 2012

Link: https://doi.org/10.1002/..

15

A framework for adaptive Monte Carlo procedures:

Lapeyre, Bernard ; Lelong, Jérôme
Monte Carlo Methods and Applications. 17 (2011) 1 - p. , 2011

Link: https://doi.org/10.1515/..