Ludovic Goudenège

According to our database, Ludovic Goudenège authored at least 9 papers between 2011 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Numerical approximation of SDEs with fractional noise and distributional drift.

Ludovic Goudenège, El Mehdi Haress, Alexandre Richard

CoRR, 2023

2022

Numerical and convergence analysis of the stochastic Lagrangian averaged Navier-Stokes equations.

Jad Doghman, Ludovic Goudenège

J. Comput. Appl. Math., 2022

Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem.

Ludovic Goudenège, Andrea Molent, Antonino Zanette

Eur. J. Oper. Res., 2022

2021

Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises.

Ludovic Goudenège, Bin Xie

CoRR, 2021

2020

Computing credit valuation adjustment solving coupled PIDEs in the Bates model.

Ludovic Goudenège, Andrea Molent, Antonino Zanette

Comput. Manag. Sci., 2020

2019

Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.

Ludovic Goudenège, Andrea Molent, Antonino Zanette

Comput. Manag. Sci., 2019

2014

Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting.

Charles-Edouard Bréhier, Ludovic Goudenège, Loïc Tudela

Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014

2012

High Order Finite Element Calculations for the Cahn-Hilliard Equation.

Ludovic Goudenège, Daniel Martin, Grégory Vial

J. Sci. Comput., 2012

2011

Stochastic Cahn-Hilliard Equation with Double Singular Nonlinearities and Two Reflections.

Arnaud Debussche, Ludovic Goudenège

SIAM J. Math. Anal., 2011