Ludovic Goudenège

1. Machine Learning for Pricing American Options in High-Dimensional\n Markovian and non-Markovian models
   2019/05/22 by Ludovic Goudenège, Goudenège, Ludovic, Andrea Molent +3 · 3 citations
   Computer Science · Economics, Econometrics and Finance · Engineering · #Computational Finance (q-fin.CP) #FOS: Economics and business #Gaussian Processes and Bayesian Inference #Pricing of Securities (q-fin.PR) #Reservoir Engineering and Simulation Methods #Stochastic processes and financial applications
2. Unbiasedness of some generalized Adaptive Multilevel Splitting\n algorithms
   2015/05/11 by Bréhier Charles-Edouard, Charles-Edouard, Bréhier, Maxime Gazeau +7 · 2 citations
   Decision Sciences · Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Simulation Techniques and Applications #Stochastic processes and statistical mechanics