The following pages link to Gilles Pagès (Q338073):
Displaying 41 items.
- Optimal quadratic quantization for numerics: the Gaussian case (Q4432548) (← links)
- RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT (Q4467388) (← links)
- Sur quelques algorithmes récursifs pour les probabilités numériques (Q4534847) (← links)
- The Parareal Algorithm for American Options (Q4553797) (← links)
- Numerical methods for Stochastic differential equations: two examples (Q4615502) (← links)
- AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS (Q4659534) (← links)
- Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process (Q4682490) (← links)
- Asymptotic Behavior of a Markovian Stochastic Algorithm with Constant Step (Q4699132) (← links)
- Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures (Q4792954) (← links)
- Convergence rate of optimal quantization grids and application to empirical measure (Q4969145) (← links)
- Fast Hybrid Schemes for Fractional Riccati Equations (Rough Is Not So Tough) (Q4991674) (← links)
- Quantization and martingale couplings (Q5026465) (← links)
- Weak and strong error analysis of recursive quantization: a general approach with an application to jump diffusions (Q5077071) (← links)
- Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352) (← links)
- (Q5097112) (← links)
- Sharp Rate for the Dual Quantization Problem (Q5126597) (← links)
- (Q5169877) (← links)
- Distortion mismatch in the quantization of probability measures (Q5190279) (← links)
- Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach (Q5270095) (← links)
- An Antithetic Approach of Multilevel Richardson-Romberg Extrapolation Estimator for Multidimensional SDES (Q5274991) (← links)
- Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity (Q5295323) (← links)
- Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach (Q5388695) (← links)
- Discretization and Simulation of the Zakai Equation (Q5434659) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
- Introduction to vector quantization and its applications for numerics (Q5744911) (← links)
- Convergence of Langevin-simulated annealing algorithms with multiplicative noise. II: Total variation (Q6073725) (← links)
- Discretization of the ergodic functional central limit theorem (Q6091975) (← links)
- Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981) (← links)
- Convergence of Langevin-simulated annealing algorithms with multiplicative noise (Q6129006) (← links)
- Functional convex order for the scaled McKean-Vlasov processes (Q6179331) (← links)
- Marginal and Functional Quantization of Stochastic Processes (Q6185066) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q6326379) (← links)
- Performance of a Markovian neural network versus dynamic programming on a fishing control problem (Q6377668) (← links)
- Total variation distance between two diffusions in small time with unbounded drift: application to the Euler-Maruyama scheme (Q6383366) (← links)
- Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall (Q6460815) (← links)
- Volterra equations with affine drift: looking for stationarity (Q6519087) (← links)
- Risk quantization by magnitude and propensity (Q6543152) (← links)
- Swing contract pricing: with and without neural networks (Q6581630) (← links)
- Convex ordering for stochastic Volterra equations and their Euler schemes (Q6659475) (← links)
- Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation (Q6733207) (← links)
- Convex comparison of Gaussian mixtures (Q6748237) (← links)
