V. Lemaire

Available identifiers

zbMath Open lemaire.vincentMaRDI QIDQ253246

List of research outcomes

Publication	Date of Publication	Type
Probabilistic forecasting of seasonal time series	2024-09-11	Paper
Swing contract pricing: with and without neural networks	2024-07-31	Paper
Efficient simulation of individual-based population models: the R Package IBMPopSim	2023-03-10	Paper
Stationary Heston model: calibration and pricing of exotics using product recursive quantization	2022-05-27	Paper
Online Learning of a Weighted Selective Naive Bayes Classifier with Non-convex Optimization	2021-12-14	Paper
Weak error for nested multilevel Monte Carlo	2021-01-18	Paper
Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model	2020-07-16	Paper
Modeling the interactions between osteoblast and osteoclast activities in bone remodeling	2020-06-15	Paper
New weak error bounds and expansions for optimal quantization	2020-02-18	Paper
Quantization-based Bermudan option pricing in the $FX$ world	2019-11-13	Paper
Dynamics of bone cell interactions and differential responses to PTH and antibody-based therapies	2019-11-07	Paper
Joint Modelling of Gas and Electricity Spot Prices	2018-07-20	Paper
Exact simulation of the jump times of a class of piecewise deterministic Markov processes	2018-07-12	Paper
Multilevel Richardson-Romberg extrapolation	2017-09-21	Paper
Limit theorems for weighted and regular multilevel estimators	2017-03-16	Paper
Spatial effects in modeling pharmacokinetics of rapid action drugs	2016-03-08	Paper
Recent advances in various fields of numerical probability	2016-02-15	Paper
Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation	2016-01-04	Paper
Optimised probabilistic active learning (OPAL)	2015-10-23	Paper
On some non asymptotic bounds for the Euler scheme	2011-09-09	Paper
Unconstrained recursive importance sampling	2010-08-18	Paper
Behavior of the Euler scheme with decreasing step in a degenerate situation	2007-11-30	Paper
An adaptive scheme for the approximation of dissipative systems	2007-09-26	Paper
Numerical bifurcation analysis of delay differential equations arising from physiological modeling	2001-08-09	Paper

Research outcomes over time

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