//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Pages, Gilles"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
9
Theory
9
Option pricing theory
8
Optionspreistheorie
8
Stochastischer Prozess
6
optimal quantization
4
Derivat
3
Derivative
3
Euler scheme
2
Hedging
2
energy
2
stochastic control
2
Algorithm
1
Algorithmus
1
American options
1
Applied mathematical finance
1
Asset allocation
1
Bermudan options
1
Börsenkurs
1
CVaR
1
Central Limit Theorem
1
Control and optimization
1
Credit risk
1
Energiemarkt
1
Energy market
1
Ergodic diffusion
1
Estimation theory
1
Exchange rate
1
Financial market regulation
1
Finanzmarktregulierung
1
Finanzmathematik
1
Greece
1
Greeks
1
Griechenland
1
Kreditrisiko
1
Linear algebra
1
Lineare Algebra
1
Mathematical finance
1
Mathematical programming
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Aufsatz im Buch
2
Book section
2
Conference paper
1
Konferenzbeitrag
1
Language
All
English
6
Author
All
Pagès, Gilles
6
Bardou, O.
1
Callegaro, Giorgia
1
Frikha, N.
1
Grasselli, Martino
1
Laruelle, Sophie
1
Lemaire, Vincent
1
Montes, Thibaut
1
Printems, Jacques
1
Sagna, Abass
1
more ...
less ...
Published in...
All
Applied mathematical finance
1
Econophysics of agent-based models
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical modeling and numerical methods in finance : special volume
1
Mathematics of operations research
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stationary Heston model : calibration and pricing of exotics using product recursive quantization
Lemaire, Vincent
;
Montes, Thibaut
;
Pagès, Gilles
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 611-629
Persistent link: https://www.econbiz.de/10013367839
Saved in:
2
Fast hybrid schemes for fractional Riccati equations (rough is not so tough)
Callegaro, Giorgia
;
Grasselli, Martino
;
Pagès, Gilles
- In:
Mathematics of operations research
46
(
2021
)
1
,
pp. 221-254
Persistent link: https://www.econbiz.de/10012498120
Saved in:
3
CVaR hedging using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
Saved in:
4
Recursive marginal quantization of the Euler scheme of a diffusion process
Pagès, Gilles
;
Sagna, Abass
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 463-498
Persistent link: https://www.econbiz.de/10011490616
Saved in:
5
Urn model-based adaptive multi-arm clinical trials : a stochastic approximation approach
Laruelle, Sophie
;
Pagès, Gilles
- In:
Econophysics of agent-based models
,
(pp. 45-59)
.
2014
Persistent link: https://www.econbiz.de/10011281730
Saved in:
6
Optimal quantization for finance : from random vectors to stochastic processes
Pagès, Gilles
;
Printems, Jacques
-
2009
Persistent link: https://www.econbiz.de/10003827077
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->