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Xavier Warin

Identifiers

  • name variant Xavier Warin 0.60 · backfill

Papers (24)

  1. Saddle Networks: Structure-Preserving Architectures for Convex-Concave Functions math.OC · 2026 · author #1
  2. Growth model with externalities for energetic transition via MFG with common external variable math.OC · 2025 · author #3
  3. P1-KAN: an effective Kolmogorov-Arnold network with application to hydraulic valley optimization cs.LG · 2024 · author #1
  4. Machine Learning for semi linear PDEs cs.LG · 2018 · author #3
  5. Monte Carlo for high-dimensional degenerated Semi Linear and Full Non Linear PDEs math.PR · 2018 · author #1
  6. Nesting Monte Carlo for high-dimensional Non Linear PDEs math.PR · 2018 · author #1
  7. Regression Monte Carlo for Microgrid Management math.OC · 2018 · author #6
  8. Variance optimal hedging with application to Electricity markets q-fin.CP · 2017 · author #1
  9. Variations on branching methods for non linear PDEs math.PR · 2017 · author #1
  10. Numerical approximation of BSDEs using local polynomial drivers and branching processes math.NA · 2016 · author #3
  11. The Asset Liability Management problem of a nuclear operator : a numerical stochastic optimization approach q-fin.PM · 2016 · author #1
  12. Numerical approximation of a cash-constrained firm value with investment opportunities q-fin.CP · 2016 · author #3
  13. Branching diffusion representation of semilinear PDEs and Monte Carlo approximation math.PR · 2016 · author #5
  14. Unbiased Monte Carlo estimate of stochastic differential equations expectations math.PR · 2016 · author #3
  15. Liquidity Management with Decreasing-returns-to-scale and Secured Credit Line q-fin.PM · 2014 · author #3
  16. Adaptive sparse grids for time dependent Hamilton-Jacobi-Bellman equations in stochastic control math.OC · 2014 · author #1
  17. Some non monotone schemes for Hamilton-Jacobi-Bellman equations math.OC · 2013 · author #1
  18. Some non monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control math.OC · 2013 · author #1
  19. Hedging Swing contract on gas markets q-fin.RM · 2012 · author #1
  20. Numerical methods for the quadratic hedging problem in Markov models with jumps q-fin.RM · 2012 · author #3
  21. Swing Options Valuation: a BSDE with Constrained Jumps Approach q-fin.CP · 2011 · author #4
  22. A finite dimensional approximation for pricing moving average options q-fin.PR · 2010 · author #3
  23. A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs math.PR · 2009 · author #3
  24. A regression-based Monte Carlo method to solve backward stochastic differential equations math.PR · 2005 · author #3

Mentions

  • 1312.5052 #1 · backfill · confidence 0.70 Xavier Warin
  • 2605.28894 #1 · arxiv_oai · confidence 0.70 Xavier Warin
  • 1310.6121 #1 · backfill · confidence 0.70 Xavier Warin
  • 1208.5303 #1 · backfill · confidence 0.70 Xavier Warin
  • 1206.5393 #3 · backfill · confidence 0.70 Xavier Warin
  • 1101.0975 #4 · backfill · confidence 0.70 Xavier Warin
  • 1011.3599 #3 · backfill · confidence 0.70 Xavier Warin
  • 0905.1863 #3 · backfill · confidence 0.70 Xavier Warin

Frequent Coauthors