The following pages link to Benjamin Jourdain (Q171242):
Displayed 23 items.
- American prices embedded in European prices (Q5929646) (← links)
- Lipschitz continuity of the Wasserstein projections in the convex order on the line (Q6110559) (← links)
- Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise (Q6126812) (← links)
- Stability of the weak martingale optimal transport problem (Q6139683) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
- High order discretization schemes for stochastic volatility models (Q6215028) (← links)
- Optimal transport bounds between the time-marginals of a multidimensional diffusion and its Euler scheme (Q6251884) (← links)
- Asymptotics for the normalized error of the Ninomiya-Victoir scheme (Q6269496) (← links)
- Asymptotic error distribution for the Ninomiya-Victoir scheme in the commutative case (Q6273969) (← links)
- Convex order, quantization and monotone approximations of ARCH models (Q6326379) (← links)
- Weak and strong error analysis for mean-field rank based particle approximations of one dimensional viscous scalar conservation law (Q6327835) (← links)
- Strong solutions to a beta-Wishart particle system (Q6337028) (← links)
- Martingale Wasserstein inequality for probability measures in the convex order (Q6354369) (← links)
- Central limit theorem over non-linear functionals of empirical measures: beyond the iid setting (Q6396444) (← links)
- Convex ordering for stochastic Volterra equations and their Euler schemes (Q6417689) (← links)
- An extension of martingale transport and stability in robust finance (Q6433599) (← links)
- Non-decreasing martingale couplings (Q6434841) (← links)
- Convergence to the uniform distribution of vectors of partial sums modulo one with a common factor (Q6446203) (← links)
- Central limit theorem for the stratified resampling mechanism (Q6446264) (← links)
- Maximal Martingale Wasserstein Inequality (Q6454925) (← links)
- Convex ordering of solutions to one-dimensional SDEs (Q6463736) (← links)
- Does waste-recycling really improve Metropolis-Hastings Monte Carlo algorithm? (Q6478337) (← links)
- A Call-Put Duality for Perpetual American Options (Q6478486) (← links)