Anis Al Gerbi

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Papers (4)

1. Ninomiya-Victoir scheme : strong convergence properties and discretization of the involved Ordinary Differential Equations math.PR · 2016 · author #1
2. Asymptotic error distribution for the Ninomiya-Victoir scheme in the commutative case math.PR · 2016 · author #1
3. Asymptotics for the normalized error of the Ninomiya-Victoir scheme math.PR · 2016 · author #1
4. Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators q-fin.CP · 2015 · author #1

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Frequent Coauthors

• Benjamin Jourdain 4 shared papers
• Emmanuelle Cl\'ement 4 shared papers