The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density. - Vlad Bally; Denis Talay (Monte Carlo Methods Appl., 1996)

A stochastic quantization method for nonlinear problems. - Vlad Bally; Gilles Pagès; Jacques Printems (Monte Carlo Methods Appl., 2001)

Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. - Vlad Bally; Lucia Caramellino; Antonino Zanette (Monte Carlo Methods Appl., 2005)

Some estimates in extended stochastic volatility models of Heston type. - Vlad Bally; Stefano De Marco (Risk Decis. Anal., 2011)

A generic construction for high order approximation schemes of semigroups using random grids. - Aurélien Alfonsi; Vlad Bally (Numerische Mathematik, 2021)

Total variation distance between a jump-equation and its Gaussian approximation. - Vlad Bally; Yifeng Qin (CoRR, 2022)