The following pages link to Jérôme Lelong (Q303953):
Displaying 22 items.
- Stein estimation of the intensity of a spatial homogeneous Poisson point process (Q303954) (← links)
- Stochastic modelling of thermal effects on a ferromagnetic nano particle (Q785375) (← links)
- Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options (Q898624) (← links)
- Almost sure convergence of randomly truncated stochastic algorithms under verifiable condi\-tions (Q952845) (← links)
- Robust adaptive importance sampling for normal random vectors (Q983877) (← links)
- Coupling importance sampling and multilevel Monte Carlo using sample average approximation (Q1657808) (← links)
- Automatic control variates for option pricing using neural networks (Q2040464) (← links)
- Rare event simulation for electronic circuit design (Q2094847) (← links)
- Classifying and explaining defects with small data for the semiconductor industry (Q2094849) (← links)
- Neural network regression for Bermudan option pricing (Q2239248) (← links)
- Long time behaviour of a stochastic nanoparticle (Q2250583) (← links)
- STOCHASTIC LOCAL INTENSITY LOSS MODELS WITH INTERACTING PARTICLE SYSTEMS (Q2799999) (← links)
- A framework for adaptive Monte Carlo procedures (Q3168631) (← links)
- (Q3550812) (← links)
- PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS (Q3632191) (← links)
- Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← links)
- A CLOSED-FORM EXTENSION TO THE BLACK-COX MODEL (Q4909138) (← links)
- A parallel algorithm for solving BSDEs (Q4915854) (← links)
- Asymptotic normality of randomly truncated stochastic algorithms (Q5408463) (← links)
- Pricing Bermudan Options Using Regression Trees/Random Forests (Q6070674) (← links)
- RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (Q6095479) (← links)
- How many inner simulations to compute conditional expectations with least-square Monte Carlo? (Q6176176) (← links)
