Browsing CEREMADE : Publications by Author "Warin, Xavier"

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Branching diffusion representation of semilinear PDEs and Monte Carlo approximation

Henry-Labordère, Pierre; Oudjane, Nadia; Tan, Xiaolu; Touzi, Nizar; Warin, Xavier (2019) Article accepté pour publication ou publié
Monte-Carlo valuation of American options: facts and new algorithms to improve existing methods

Bouchard, Bruno; Warin, Xavier (2012) Chapitre d'ouvrage
Numerical approximation of BSDEs using local polynomial drivers and branching processes

Bouchard, Bruno; Tan, Xiaolu; Warin, Xavier; Zou, Yiyi (2017) Article accepté pour publication ou publié
Numerical approximation of general Lipschitz BSDEs with branching processes

Bouchard, Bruno; Tan, Xiaolu; Warin, Xavier (2019) Article accepté pour publication ou publié