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9
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8
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6
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optimal quantization
4
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3
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Pagès, Gilles
8
Laruelle, Sophie
2
Bally, Vlad
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Bardou, O.
1
Bardou, Olivier
1
Bouthemy, Sandrine
1
Callegaro, Giorgia
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Frikha, N.
1
Gobet, Émmanuel
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Grasselli, Martino
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Lehalle, Charles-Albert
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Pagés, Gilles
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Printems, Jacques
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Sagna, Abass
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Wilbertz, Benedikt
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Yor, Marc
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Applied mathematical finance
1
Aspects of mathematical finance
1
Econophysics of agent-based models
1
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Optimal posting price of limit orders : learning by trading
Laruelle, Sophie
;
Lehalle, Charles-Albert
;
Pagès, Gilles
- In:
Mathematics and financial economics
7
(
2013
)
3
,
pp. 359-403
Persistent link: https://www.econbiz.de/10009754843
Saved in:
6
Dual quantization for random walks with application to credit derivatives
Pagès, Gilles
;
Wilbertz, Benedikt
- In:
The journal of computational finance
16
(
2012/13
)
2
,
pp. 33-60
Persistent link: https://www.econbiz.de/10009702578
Saved in:
7
When are swing options bang-bang?
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 867-899
Persistent link: https://www.econbiz.de/10008905111
Saved in:
8
Mathematics and Finance
Gobet, Émmanuel
;
Pagés, Gilles
;
Yor, Marc
- In:
Aspects of mathematical finance
,
(pp. 63-76)
.
2008
Persistent link: https://www.econbiz.de/10003653411
Saved in:
9
A quantization tree method for pricing and hedging multidimensional American options
Bally, Vlad
;
Pagès, Gilles
;
Printems, Jacques
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 119-168
Persistent link: https://www.econbiz.de/10002583057
Saved in:
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