Bernard Lapeyre

Available identifiers

zbMath Open lapeyre.bernardWikidataQ102230568 ScholiaQ102230568MaRDI QIDQ751450

List of research outcomes

Publication	Date of Publication	Type
How many inner simulations to compute conditional expectations with least-square Monte Carlo?	2023-07-25	Paper
Economic scenario generators: a risk management tool for insurance	2022-11-08	Paper
Jacobi stochastic volatility factor for the LIBOR market model	2022-09-26	Paper
Neural network regression for Bermudan option pricing	2021-11-03	Paper
A FORWARD EQUATION FOR COMPUTING DERIVATIVES EXPOSURE	2019-05-21	Paper
American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods	2013-01-25	Paper
CONVENIENT MULTIPLE DIRECTIONS OF STRATIFICATION	2011-11-22	Paper
American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods	2011-04-27	Paper
A framework for adaptive Monte Carlo procedures	2011-04-19	Paper
https://portal.mardi4nfdi.de/entity/Q5754578	2007-08-23	Paper
https://portal.mardi4nfdi.de/entity/Q4792093	2003-02-10	Paper
https://portal.mardi4nfdi.de/entity/Q4229805	1999-02-28	Paper
Hedging Index Options With Few Assets1	1998-04-05	Paper
Monte-Carlo methods for the transport and diffusion equations	1997-12-10	Paper
https://portal.mardi4nfdi.de/entity/Q4865494	1996-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q4002884	1992-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q4711792	1992-06-25	Paper
Variational inequalities and the pricing of American options	1990-01-01	Paper
Une application de la théorie des excursions à une diffusion réfléchie dégénérée. (An application of the theory of excursions to a degenerated reflected diffusion)	1990-01-01	Paper
Sequences with low discrepancy generalisation and application to bobbins-monbo algorithm	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3831101	1989-01-01	Paper
A priori bound for the supremum of solutions of stable stochastic differential equations	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3785701	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3790764	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3750733	1986-01-01	Paper

Research outcomes over time

This page was built for person: Bernard Lapeyre