V. Lemaire

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Person:253246

Available identifiers

zbMath Open lemaire.vincentMaRDI QIDQ253246

List of research outcomes





PublicationDate of PublicationType
Probabilistic forecasting of seasonal time series2024-09-11Paper
Swing contract pricing: with and without neural networks2024-07-31Paper
Efficient simulation of individual-based population models: the R Package IBMPopSim2023-03-10Paper
Stationary Heston model: calibration and pricing of exotics using product recursive quantization2022-05-27Paper
Online Learning of a Weighted Selective Naive Bayes Classifier with Non-convex Optimization2021-12-14Paper
Weak error for nested multilevel Monte Carlo2021-01-18Paper
Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model2020-07-16Paper
Modeling the interactions between osteoblast and osteoclast activities in bone remodeling2020-06-15Paper
New weak error bounds and expansions for optimal quantization2020-02-18Paper
Quantization-based Bermudan option pricing in the $FX$ world2019-11-13Paper
Dynamics of bone cell interactions and differential responses to PTH and antibody-based therapies2019-11-07Paper
Joint Modelling of Gas and Electricity Spot Prices2018-07-20Paper
Exact simulation of the jump times of a class of piecewise deterministic Markov processes2018-07-12Paper
Multilevel Richardson-Romberg extrapolation2017-09-21Paper
Limit theorems for weighted and regular multilevel estimators2017-03-16Paper
Spatial effects in modeling pharmacokinetics of rapid action drugs2016-03-08Paper
Recent advances in various fields of numerical probability2016-02-15Paper
Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation2016-01-04Paper
Optimised probabilistic active learning (OPAL)2015-10-23Paper
On some non asymptotic bounds for the Euler scheme2011-09-09Paper
Unconstrained recursive importance sampling2010-08-18Paper
Behavior of the Euler scheme with decreasing step in a degenerate situation2007-11-30Paper
An adaptive scheme for the approximation of dissipative systems2007-09-26Paper
Numerical bifurcation analysis of delay differential equations arising from physiological modeling2001-08-09Paper

Research outcomes over time

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