Simulation of BSDEs with jumps by Wiener Chaos expansion
Geiss, Christel, Labart, Céline
Published in Stochastic processes and their applications (01.07.2016)
Published in Stochastic processes and their applications (01.07.2016)
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Journal Article
Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles
Dumitrescu, Roxana, Labart, Céline
Published in Journal of mathematical analysis and applications (01.10.2016)
Published in Journal of mathematical analysis and applications (01.10.2016)
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Journal Article
Mean reflected stochastic differential equations with jumps
Briand, Phillippe, Ghannoum, Abir, Labart, Céline
Published in Advances in applied probability (01.06.2020)
Published in Advances in applied probability (01.06.2020)
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Journal Article
Mean square rate of convergence for random walk approximation of forward-backward SDEs
Geiss, Christel, Labart, Céline, Luoto, Antti
Published in Advances in applied probability (01.09.2020)
Published in Advances in applied probability (01.09.2020)
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Journal Article
Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles
Dumitrescu, Roxana, Labart, Céline
Published in Journal of computational and applied mathematics (01.04.2016)
Published in Journal of computational and applied mathematics (01.04.2016)
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Journal Article
Extreme Inundation Statistics on a Composite Beach
Abdalazeez, Ahmed, Didenkulova, Ira, Dutykh, Denys, Labart, Céline
Published in Water (Basel) (01.06.2020)
Published in Water (Basel) (01.06.2020)
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Journal Article
Long wave run-up on random beaches
Dutykh, Denys, Labart, Céline, Mitsotakis, Dimitrios
Published in Physical review letters (28.10.2011)
Published in Physical review letters (28.10.2011)
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Journal Article
Error expansion for the discretization of backward stochastic differential equations
Gobet, Emmanuel, Labart, Céline
Published in Stochastic processes and their applications (01.07.2007)
Published in Stochastic processes and their applications (01.07.2007)
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Journal Article
PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS
Lelong, Jérôme, Labart, Céline
Published in International Journal of Theoretical and Applied Finance (IJTAF) (01.02.2009)
Published in International Journal of Theoretical and Applied Finance (IJTAF) (01.02.2009)
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Journal Article
Lightweight Curvature Estimation on Point Clouds with Randomized Corrected Curvature Measures
Lachaud, J.‐O., Coeurjolly, D., Labart, C., Romon, P., Thibert, B.
Published in Computer graphics forum (01.08.2023)
Published in Computer graphics forum (01.08.2023)
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Journal Article
Convergence rate for random walk approximations of mean field BSDEs
Djehiche, Boualem, Geiss, Hannah, Geiss, Stefan, Labart, Céline, Nykänen, Jani
Year of Publication 21.09.2024
Year of Publication 21.09.2024
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Journal Article
A sequential Monte Carlo algorithm for solving BSDEs
Gobet, Emmanuel, Labart, Céline
Published in Proceedings in applied mathematics and mechanics (01.12.2007)
Published in Proceedings in applied mathematics and mechanics (01.12.2007)
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Journal Article