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J\'er\^ome Lelong (LJK)

Identifiers

  • name variant J\'er\^ome Lelong (LJK) 0.60 · backfill

Papers (7)

  1. Multi periods mean-DCVaR optimization: a Recursive Neural Network resolution q-fin.PM · 2026 · author #1
  2. Importance sampling for jump processes and applications to finance math.PR · 2013 · author #2
  3. Adaptive numerical integration and control variates for pricing Basket Options math.PR · 2012 · author #2
  4. A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options math.PR · 2011 · author #2
  5. Asymptotic normality of randomly truncated stochastic algorithms math.PR · 2010 · author #1
  6. A framework for adaptive Monte-Carlo procedures q-fin.CP · 2010 · author #2
  7. Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture cs.CE · 2010 · author #2

Mentions

  • 1210.7783 #2 · arxiv_oai · confidence 0.70 J\'er\^ome Lelong (LJK)
  • 1001.3213 #2 · arxiv_oai · confidence 0.70 J\'er\^ome Lelong (LJK)
  • 1307.2218 #2 · backfill · confidence 0.70 J\'er\^ome Lelong (LJK)
  • 1210.7783 #2 · backfill · confidence 0.70 J\'er\^ome Lelong (LJK)
  • 1102.4666 #2 · backfill · confidence 0.70 J\'er\^ome Lelong (LJK)
  • 1003.4920 #1 · backfill · confidence 0.70 J\'er\^ome Lelong (LJK)
  • 1001.3551 #2 · backfill · confidence 0.70 J\'er\^ome Lelong (LJK)
  • 1001.3213 #2 · backfill · confidence 0.70 J\'er\^ome Lelong (LJK)

Frequent Coauthors