Ludovic Goudenège

According to our database1, Ludovic Goudenège authored at least 5 papers between 2011 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Computing credit valuation adjustment solving coupled PIDEs in the Bates model.
Comput. Manag. Sci., 2020

2019
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.
Comput. Manag. Sci., 2019

2014
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting.
Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014

2012
High Order Finite Element Calculations for the Cahn-Hilliard Equation.
J. Sci. Comput., 2012

2011
Stochastic Cahn-Hilliard Equation with Double Singular Nonlinearities and Two Reflections.
SIAM J. Math. Anal., 2011


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