Jean-Philippe Lemor

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Stochastic Policy Gradient Methods in the Uncertain Volatility Model
(available as arXiv preprint)
2026-01-01Paper
scientific article; zbMATH DE number 5689384 (Why is no real title available?)2010-04-06Paper
Numerical simulation of BSDEs using empirical regression methods: theory and practice2008-06-27Paper
Numerical simulation of BSDEs using empirical regression methods: theory and practice
(available as arXiv preprint)
2008-01-01Paper
Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
Bernoulli
2007-05-24Paper
A regression-based Monte Carlo method to solve backward stochastic differential equations
The Annals of Applied Probability
2005-11-08Paper


Research outcomes over time


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