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Céline Labart · Study
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Author
Céline Labart
7 works
· latest 2020
· 5 institutions
cluster: provisional
ORCID 0000-0001-7909-7703
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Citations
375
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Most cited in this library
Error expansion for the discretization of backward stochastic differential equations
2006 · 108 citations
Simulation of BSDEs by Wiener chaos expansion
2014 · 71 citations
Solving BSDE with Adaptive Control Variate
2010 · 68 citations
Sharp estimates for the convergence of the density of the Euler scheme in small time
2008 · 45 citations
Simulation of BSDEs with jumps by Wiener Chaos expansion
2016 · 35 citations
Works
7 shown
Particles systems and numerical schemes for mean reflected stochastic differential equations
The Annals of Applied Probability
·
2020
·
4 authors
·
Open access
20
citations
Simulation of BSDEs with jumps by Wiener Chaos expansion
Stochastic Processes and their Applications
·
2016
·
2 authors
·
Open access
35
citations
Simulation of BSDEs by Wiener chaos expansion
The Annals of Applied Probability
·
2014
·
2 authors
·
Open access
71
citations
Solving BSDE with Adaptive Control Variate
SIAM Journal on Numerical Analysis
·
2010
·
2 authors
·
Open access
68
citations
PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS
International Journal of Theoretical and Applied Finance
·
2009
·
2 authors
·
Open access
28
citations
Sharp estimates for the convergence of the density of the Euler scheme in small time
Electronic Communications in Probability
·
2008
·
2 authors
·
Open access
45
citations
Error expansion for the discretization of backward stochastic differential equations
Stochastic Processes and their Applications
·
2006
·
2 authors
·
Open access
108
citations