J\'er\^ome Lelong

Identifiers

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

Papers (3)

1. Pricing American options using martingale bases math.PR · 2016 · author #1
2. Asymptotic normality of randomly truncated stochastic algorithms math.PR · 2010 · author #1
3. Robust adaptive importance sampling for normal random vectors math.PR · 2008 · author #2

Mentions

• 1003.4183 #1 · backfill · confidence 0.70 J\'er\^ome Lelong
• 0811.1496 #2 · backfill · confidence 0.70 J\'er\^ome Lelong

Frequent Coauthors

• Benjamin Jourdain 1 shared papers