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Vlad Bally

According to our database1, Vlad Bally authored at least 6 papers between 1996 and 2022.

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

Timeline

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Bibliography

2022
Total variation distance between a jump-equation and its Gaussian approximation.
[BibTeX]
[DOI]
Vlad Bally
,
Yifeng Qin
CoRR, 2022

2021
A generic construction for high order approximation schemes of semigroups using random grids.
[BibTeX]
[DOI]
Aurélien Alfonsi
,
Vlad Bally
Numerische Mathematik, 2021

2011
Some estimates in extended stochastic volatility models of Heston type.
[BibTeX]
[DOI]
Vlad Bally
,
Stefano De Marco
Risk Decis. Anal., 2011

2005
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach.
[BibTeX]
[DOI]
Vlad Bally
,
Lucia Caramellino
,
Antonino Zanette
Monte Carlo Methods Appl., 2005

2001
A stochastic quantization method for nonlinear problems.
[BibTeX]
[DOI]
Vlad Bally
,
Gilles Pagès
,
Jacques Printems
Monte Carlo Methods Appl., 2001

1996
The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density.
[BibTeX]
[DOI]
Vlad Bally
,
Denis Talay
Monte Carlo Methods Appl., 1996


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