Céline Labart

Available identifiers

Publication	Date of Publication	Type
Mean reflected stochastic differential equations with jumps	2021-08-04	Paper
Mean square rate of convergence for random walk approximation of forward-backward SDEs	2021-08-04	Paper
Donsker-type theorem for BSDEs: rate of convergence	2021-07-09	Paper
Particles systems and numerical schemes for mean reflected stochastic differential equations	2021-03-18	Paper
Random walk approximation of BSDEs with Hölder continuous terminal condition	2019-12-05	Paper
Erratum to: ``Simulation of BSDEs with jumps by Wiener chaos expansion.	2017-02-14	Paper
Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles	2016-05-11	Paper
Simulation of BSDEs with jumps by Wiener chaos expansion	2016-04-20	Paper
Stochastic local intensity loss models with interacting particle systems	2016-04-14	Paper
Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles	2015-12-21	Paper
Simulation of BSDEs by Wiener chaos expansion	2014-06-13	Paper
An asymptotical method to estimate the parameters of a deteriorating system under condition-based maintenance	2013-07-12	Paper
A parallel algorithm for solving BSDEs	2013-04-12	Paper
Solving BSDE with Adaptive Control Variate	2011-02-28	Paper
Sharp estimates for the convergence of the density of the Euler scheme in small time	2009-11-20	Paper
PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS	2009-06-23	Paper
Error expansion for the discretization of backward stochastic differential equations	2007-06-26	Paper

This page was built for person: Céline Labart