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Gilles Pag\`es (PMA)

Identifiers

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

Papers (21)

  1. GPGPUs in computational finance: Massive parallel computing for American style options q-fin.CP · 2011 · author #1
  2. Ergodic approximation of the distribution of a stationary diffusion : rate of convergence math.PR · 2010 · author #1
  3. Dual Quantization for random walks with application to credit derivatives q-fin.CP · 2009 · author #1
  4. Optimal split of orders across liquidity pools: a stochastic algorithm approach q-fin.TR · 2009 · author #3
  5. Expansions for Gaussian processes and Parseval frames math.PR · 2009 · author #2
  6. Unconstrained Recursive Importance Sampling math.PR · 2008 · author #2
  7. Asymptotically optimal quantization schemes for Gaussian processes math.PR · 2008 · author #2
  8. Convergence of multi-dimensional quantized $SDE$'s math.PR · 2008 · author #1
  9. Quadratic optimal functional quantization of stochastic processes and numerical applications math.PR · 2007 · author #1
  10. Optimal quantization for the pricing of swing options q-fin.PR · 2007 · author #3
  11. When are Swing options bang-bang and how to use it math.PR · 2007 · author #3
  12. Theoretical Aspects of the SOM Algorithm math.ST · 2007 · author #6
  13. Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and complexity math.PR · 2006 · author #1
  14. Moment estimates for L\'{e}vy Processes math.PR · 2006 · author #2
  15. Distortion mismatch in the quantization of probability measures math.PR · 2006 · author #3
  16. Functional quantization rate and mean regularity of processes with an application to L\'evy processes math.PR · 2006 · author #2
  17. High-resolution product quantization for Gaussian processes under sup-norm distortion math.PR · 2005 · author #2
  18. A penalized bandit algorithm math.PR · 2005 · author #2
  19. How fast is the bandit? math.PR · 2005 · author #2
  20. Functional quantization and metric entropy for Riemann-Liouville processes math.PR · 2005 · author #2
  21. A two armed bandit type problem revisited math.PR · 2005 · author #1

Mentions

  • 1101.3228 #1 · backfill · confidence 0.70 Gilles Pag\`es (PMA)
  • 1009.0131 #1 · backfill · confidence 0.70 Gilles Pag\`es (PMA)
  • 0910.5655 #1 · backfill · confidence 0.70 Gilles Pag\`es (PMA)
  • 0910.1166 #3 · backfill · confidence 0.70 Gilles Pag\`es (PMA)
  • 0902.2563 #2 · backfill · confidence 0.70 Gilles Pag\`es (PMA)
  • 0807.0762 #2 · backfill · confidence 0.70 Gilles Pag\`es (PMA)
  • 0802.3761 #2 · backfill · confidence 0.70 Gilles Pag\`es (PMA)
  • 0801.0726 #1 · backfill · confidence 0.70 Gilles Pag\`es (PMA)
  • 0706.4450 #1 · backfill · confidence 0.70 Gilles Pag\`es (PMA)
  • 0705.2110 #3 · backfill · confidence 0.70 Gilles Pag\`es (PMA)
  • 0705.0466 #3 · backfill · confidence 0.70 Gilles Pag\`es (PMA)
  • 0704.1696 #6 · backfill · confidence 0.70 Gilles Pag\`es (PMA)

Frequent Coauthors