pith. sign in

Gilles Pag\`es (LPMA)

Identifiers

  • name variant Gilles Pag\`es (LPMA) 0.60 · backfill

Papers (17)

  1. A general weak and strong error analysis of the recursive quantization with an application to jump diffusions math.PR · 2018 · author #1
  2. Weighted Multilevel Langevin Simulation of Invariant Measures math.PR · 2016 · author #1
  3. Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion math.PR · 2016 · author #3
  4. Product Markovian quantization of an R^d -valued Euler scheme of a diffusion process with applications to finance math.PR · 2015 · author #2
  5. Convex order for path-dependent derivatives: a dynamic programming approach math.PR · 2014 · author #1
  6. Pointwise convergence of the Lloyd algorithm in higher dimension math.PR · 2013 · author #1
  7. Nonlinear Randomized Urn Models: a Stochastic Approximation Viewpoint math.PR · 2013 · author #2
  8. Recursive marginal quantization of the Euler scheme of a diffusion process math.PR · 2013 · author #1
  9. Invariant distribution of duplicated diffusions and application to Richardson-Romberg extrapolation math.PR · 2013 · author #2
  10. Functional co-monotony of processes with applications to peacocks and barrier options math.PR · 2012 · author #1
  11. Optimal posting price of limit orders: learning by trading q-fin.TR · 2011 · author #3
  12. Randomized Urn Models revisited using Stochastic Approximation math.PR · 2011 · author #2
  13. Sharp rate for the dual quantization problem math.PR · 2010 · author #1
  14. Intrinsic stationarity for vector quantization: Foundation of dual quantization math.PR · 2010 · author #1
  15. Functional quantization-based stratified sampling methods math.PR · 2010 · author #2
  16. Stochastic Approximation with Averaging Innovation Applied to Finance math.PR · 2010 · author #2
  17. Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers math.PR · 2008 · author #1

Mentions

  • 1401.0192 #1 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)
  • 1311.7367 #2 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)
  • 1304.2531 #1 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)
  • 1302.1651 #2 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)
  • 1209.4262 #1 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)
  • 1112.2397 #3 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)
  • 1101.2786 #2 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)
  • 1012.3441 #1 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)
  • 1010.4642 #1 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)
  • 1008.4441 #2 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)
  • 1007.3578 #2 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)
  • 0806.0918 #1 · backfill · confidence 0.70 Gilles Pag\`es (LPMA)

Frequent Coauthors