Jacques Printems

Available identifiers

zbMath Open printems.jacquesMaRDI QIDQ453263

List of research outcomes

Publication	Date of Publication	Type
Volatility uncertainty quantification in a stochastic control problem applied to energy	2020-05-04	Paper
Weak convergence of a fully discrete approximation of a linear stochastic evolution equation with a positive-type memory term	2015-03-27	Paper
Strong order of convergence of a fully discrete approximation of a linear stochastic Volterra type evolution equation	2014-09-10	Paper
Absolute continuity for some one-dimensional processes	2012-09-19	Paper
Stability of the stochastic heat equation in \(L^{1}([0,1])\)	2011-09-09	Paper
Weak order for the discretization of the stochastic heat equation	2010-11-07	Paper
Optimal Quantization for Finance: From Random Vectors to Stochastic Processes	2009-06-05	Paper
Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation	2008-02-22	Paper
Discretization and Simulation of the Zakai Equation	2008-01-07	Paper
https://portal.mardi4nfdi.de/entity/Q3374068	2006-03-09	Paper
Functional quantization for numerics with an application to option pricing	2006-01-24	Paper
A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS	2005-08-17	Paper
AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS	2005-03-21	Paper
Optimal quadratic quantization for numerics: the Gaussian case	2003-10-27	Paper
https://portal.mardi4nfdi.de/entity/Q4423144	2003-08-25	Paper
On the discretization in time of parabolic stochastic partial differential equations	2003-03-09	Paper
First-Order Schemes in the Numerical Quantization Method	2003-01-01	Paper
On the discretization in time of parabolic stochastic partial differential equations	2002-03-20	Paper
A stochastic quantization method for nonlinear problems.	2001-01-01	Paper
The stochastic Korteweg-de Vries equation in \(L^2(\mathbb{R})\)	1999-12-13	Paper
Numerical simulation of the stochastic Korteweg-de Vries equation	1999-12-06	Paper

Research outcomes over time

This page was built for person: Jacques Printems