An analysis of a least squares regression method for American option pricing. - Emmanuelle Clement; Damien Lamberton; Philip Protter (Finance Stochastics, 2002)

Vision Online. - Emmanuelle Clement (J. Digit. Inf. Manag., 2003)

Ninomiya-Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators. - Anis Al Gerbi; Benjamin Jourdain; Emmanuelle Clement (Monte Carlo Methods Appl., 2016)