| Publication | Date of Publication | Type |
|---|
| Probabilistic forecasting of seasonal time series | 2024-09-11 | Paper |
Swing contract pricing: with and without neural networks
Frontiers of Mathematical Finance | 2024-07-31 | Paper |
Efficient simulation of individual-based population models: the R Package IBMPopSim
(available as arXiv preprint) | 2023-03-10 | Paper |
Stationary Heston model: calibration and pricing of exotics using product recursive quantization
Quantitative Finance | 2022-05-27 | Paper |
Online learning of a weighted selective naive Bayes classifier with non-convex optimization
Advances in Knowledge Discovery and Management | 2021-12-14 | Paper |
Weak error for nested multilevel Monte Carlo
Methodology and Computing in Applied Probability | 2021-01-18 | Paper |
Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris-Lecar model
Advances in Applied Probability | 2020-07-16 | Paper |
Modeling the interactions between osteoblast and osteoclast activities in bone remodeling
Journal of Theoretical Biology | 2020-06-15 | Paper |
New weak error bounds and expansions for optimal quantization
Journal of Computational and Applied Mathematics | 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
Bulletin of Mathematical Biology | 2019-11-07 | Paper |
Joint Modelling of Gas and Electricity Spot Prices
Applied Mathematical Finance | 2018-07-20 | Paper |
Exact simulation of the jump times of a class of piecewise deterministic Markov processes
Journal of Scientific Computing | 2018-07-12 | Paper |
Multilevel Richardson-Romberg extrapolation
Bernoulli | 2017-09-21 | Paper |
Multilevel Richardson-Romberg extrapolation
Bernoulli | 2017-09-21 | Paper |
Limit theorems for weighted and regular multilevel estimators
Monte Carlo Methods and Applications | 2017-03-16 | Paper |
Spatial effects in modeling pharmacokinetics of rapid action drugs
Bulletin of Mathematical Biology | 2016-03-08 | Paper |
Recent advances in various fields of numerical probability
European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys | 2016-02-15 | Paper |
Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-01-04 | Paper |
Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-01-04 | Paper |
Optimised probabilistic active learning (OPAL). For fast, non-myopic, cost sensitive active classification
Machine Learning | 2015-10-23 | Paper |
On some non asymptotic bounds for the Euler scheme
Electronic Journal of Probability | 2011-09-09 | Paper |
On some non asymptotic bounds for the Euler scheme
Electronic Journal of Probability | 2011-09-09 | Paper |
Unconstrained recursive importance sampling
The Annals of Applied Probability | 2010-08-18 | Paper |
Behavior of the Euler scheme with decreasing step in a degenerate situation
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Behavior of the Euler scheme with decreasing step in a degenerate situation
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Behavior of the Euler scheme with decreasing step in a degenerate situation
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
An adaptive scheme for the approximation of dissipative systems
Stochastic Processes and their Applications | 2007-09-26 | Paper |
Numerical bifurcation analysis of delay differential equations arising from physiological modeling
Journal of Mathematical Biology | 2001-08-09 | Paper |
