1
0
0
News
Contents - Institut de Matemàtica de la Universitat de ...
euclides.imub.ub.es
Emmanuel GOBET and Jean-Philippe LEMOR, Ecole Polytechnique, Palaiseau France. 16:00 Skorokhod embeddings, minimality and non-centred target ...
Netzwerk-Profile
LinkedIn: Jean-Philippe Lemor | LinkedIn
Voir le profil professionnel de Jean-Philippe Lemor sur LinkedIn. Grâce à LinkedIn, le plus grand réseau professionnel au monde, les professionnels comme ...
Private Homepages
Zoltán Szabó. Contact Information. Research Interest. Employment....
educationdocbox.com
Emmanuel Gobet, Jean-Philippe Lemor Topic: Uncertainty Quantification, Robustness of Systematic Strategies Gaspar Massiot (PostDoc) Oct., French ...
Ausbildung
Jean-Philippe LEMOR (PARIS) - Copains d'avant
copainsdavant.linternaute.com
LEMOR Jean-philippe : Jean-Philippe LEMOR, né en et habite PARIS. Aux dernières nouvelles il était à Lycée Saint-louis à PARIS entre et
Herkunft
Nicole El Karoui - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
Université Paris VI - Pierre et Marie Curie: 2001: Pauline Barrieu: 2002: 1: Alexandre d'Aspremont: 2003: Jean-Philippe Lemor: École Polytechnique: 2005: Isabelle Camilier
Jean-Philippe Lemor - The Mathematics Genealogy Project
www.genealogy.math.ndsu.nodak.edu
Jean-Philippe Lemor. MathSciNet. Ph.D. École Polytechnique France. Dissertation: Approximation par projections et simulations de Monte Carlo des ...
Bücher
A Forward-Backward SDEs Approach to Pricing in Carbon Markets -...
books.google.de
Glasserman, Paul Monte Carlo methods in financial engineering, vol New York: Springer Science & Business Media. Gobet, Emmanuel Monte-Carlo methods and Stochastic processes: from linear to nonlinear. Boca Raton: CRC Press. Gobet, Emmanuel, Jean-Philippe Lemor, and Xavier Warin
Dokumente zum Namen
[math ] A regression-based Monte Carlo method to solve...
arxiv.org
Authors: Emmanuel Gobet, Jean-Philippe Lemor, Xavier Warin. (Submitted on 25 Aug 2005). Abstract: We are concerned with the numerical ...
Caroline HILLAIRET , Cody HYNDMAN , Ying JIAO and Univ Lyon 1isfaserveur.univ-lyon1.fr/~jiao/recherche/ESAIM.pdf
isfaserveur.univ-lyon1.fr
[13] Emmanuel Gobet, Jean-Philippe Lemor, and Xavier Warin. A regression-based monte carlo method to solve backward sto- chastic differential equations.
Sonstiges
Jean-Philippe Lemor | LinkedIn
www.linkedin.com
View Jean-Philippe Lemor's professional profile on LinkedIn. LinkedIn is the world's largest business network, helping professionals like Jean-Philippe Lemor ...
Es fehlt: csic
Internet Archive Search: creator:"Jean-Philippe Lemor"
archive.org
This article deals with the numerical resolution of backward stochastic differential equations. Firstly, we consider a rather general case where the filtration is ...
[PDF] Forward Simulation of Financial Problems via BSDEs 1 | Semantic...
www.semanticscholar.org
We introduce a forward scheme to simulate backward SDEs and demonstrate the strength of the new algorithm by solving some financial problems numerically.
[PDF] A regression-based Monte Carlo method to solve backward...
www.semanticscholar.org
We are concerned with the numerical resolution of backward stochastic differential equations. We propose a new numerical scheme based on iterative regressions...
Approximation par projections et simulations de Monte-Carlo des...
tel.archives-ouvertes.fr
Approximation par projections et simulations de Monte-Carlo des équations différentielles stochastiques rétrogrades. Jean-Philippe Lemor 1
BNP Paribas, CIB, Global Equity and Commodity Derivatives Research
docplayer.fr
Pour toute demande de stages courts, stages longs ou V.I.E : envoyez votre demande par courrier électronique à l adresse suivante : Grégoire Derveaux, Laurence Fauchon, Matthieu Jardin, Jean-Philippe Lemor chargés du recrutement des stagiaires. 3 Aperçu des Thématiques de Stage & Cadre Pratique Détection ...
Annals of Applied Probability
ftp.math.utah.edu
Emmanuel Gobet and Jean-Philippe Lemor and Xavier Warin A regression-based Monte Carlo method to solve backward ...
A regression-based Monte Carlo method to solve backward stochastic...
projecteuclid.org
The Annals of Applied Probability
Rate of convergence of an empirical regression method for solving...
archivesic.ccsd.cnrs.fr
Citation. Jean-Philippe Lemor, Emmanuel Gobet, Xavier Warin. Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2006, 12 (5), pp 〈hal 〉 ...
On the wavelets-based SWIFT method for backward stochastic...
www.groundai.com
We propose a numerical algorithm for backward stochastic differential equations based on time discretization and trigonometric wavelets. This method combines...
Emmanuel GOBET - Research
www.cmap.polytechnique.fr
Jean-Philippe Lemor ( ): formerly Risk Manager at Société Générale, now Quant at BNP Paribas. Céline Labart ( ): currently assistant ...
Verwandte Suchanfragen zu Jean-Philippe Lemor
|
Personen Vorname "Jean-Philippe" (539) Name "Lemor" (30) |
sortiert nach Relevanz / Datum