Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes. - Clément Rey (Monte Carlo Methods Appl., 2017)

Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications. - Gilles Pagès; Clément Rey (Monte Carlo Methods Appl., 2019)

Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model. - Florian Bourgey; Emmanuel Gobet; Clément Rey (SIAM J. Financial Math., 2020)

A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions. - Florian Bourgey; Emmanuel Gobet; Clément Rey (SIAM/ASA J. Uncertain. Quantification, 2022)

Deterministic computation of quantiles in a Lipschitz framework. - Yurun Gu; Clément Rey (J. Comput. Appl. Math., 2025)