Nicolas Langren\'e (LPMA)

Identifiers

• name variant Nicolas Langren\'e (LPMA) 0.60 · backfill

Papers (3)

1. Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps math.PR · 2013 · author #3
2. A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization math.PR · 2013 · author #3
3. A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation math.NA · 2012 · author #4

Mentions

• 1210.8175 #4 · arxiv_oai · confidence 0.70 Nicolas Langren\'e (LPMA)
• 1311.4505 #3 · backfill · confidence 0.70 Nicolas Langren\'e (LPMA)
• 1311.4503 #3 · backfill · confidence 0.70 Nicolas Langren\'e (LPMA)
• 1210.8175 #4 · backfill · confidence 0.70 Nicolas Langren\'e (LPMA)

Frequent Coauthors

• Huy\^en Pham (CREST 3 shared papers
• LPMA) 3 shared papers
• CEREMADE) 2 shared papers
• Idris Kharroubi (CREST 2 shared papers
• LAGA) 1 shared papers
• Luciano Campi (CREST 1 shared papers
• Ren\'e A\"id (FiME Lab) 1 shared papers