| Unbiasedness of some generalized adaptive multilevel splitting algorithms CE Bréhier, M Gazeau, L Goudenège, T Lelièvre, M Rousset | 71 | 2016 |
| Unbiasedness of some generalized Adaptive Multilevel Splitting algorithms CE Bréhier, M Gazeau, L Goudenège, T Lelièvre, M Rousset arXiv preprint arXiv:1505.02674, 2015 | 71 | 2015 |
| Analysis of some splitting schemes for the stochastic Allen-Cahn equation CE Bréhier, L Goudenège Discrete & Continuous Dynamical Systems - B 24 (8), 4169-4190, 2018 | 61 | 2018 |
| Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models L Goudenege, A Molent, A Zanette Quantitative Finance 20 (4), 573-591, 2020 | 42 | 2020 |
| Weak convergence rates of splitting schemes for the stochastic Allen–Cahn equation CE Bréhier, L Goudenège BIT Numerical Mathematics 60 (3), 543-582, 2020 | 40 | 2020 |
| Likelihood-based non-Markovian models from molecular dynamics H Vroylandt, L Goudenège, P Monmarché, F Pietrucci, B Rotenberg Proceedings of the National Academy of Sciences 119 (13), e2117586119, 2022 | 38 | 2022 |
| Variance reduction applied to machine learning for pricing Bermudan/American options in high dimension L Goudenège, A Molent, A Zanette arXiv preprint arXiv:1903.11275, 2019 | 38 | 2019 |
| Stochastic Cahn–Hilliard equation with singular nonlinearity and reflection L Goudenège Stochastic Processes and their Applications 119 (10), 3516-3548, 2009 | 38 | 2009 |
| Stochastic Cahn–Hilliard equation with double singular nonlinearities and two reflections A Debussche, L Goudenège SIAM journal on mathematical analysis 43 (3), 1473-1494, 2011 | 36 | 2011 |
| High order finite element calculations for the Cahn-Hilliard equation L Goudenège, D Martin, G Vial Journal of Scientific Computing 52 (2), 294-321, 2012 | 21 | 2012 |
| Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate L Goudenège, A Molent, A Zanette Decisions in Economics and Finance 44 (1), 57-72, 2021 | 19 | 2021 |
| Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models L Goudenege, A Molent, A Zanette Computational Management Science 16, 217-248, 2019 | 17 | 2019 |
| Pricing and hedging GLWB in the Heston and in the Black–Scholes with stochastic interest rate models L Goudenege, A Molent, A Zanette Insurance: Mathematics and Economics 70, 38-57, 2016 | 16 | 2016 |
| Asymptotic properties of stochastic Cahn–Hilliard equation with singular nonlinearity and degenerate noise L Goudenège, L Manca Stochastic Processes and their Applications 125 (10), 3785-3800, 2015 | 14 | 2015 |
| Central limit theorem for adaptive multilevel splitting estimators in an idealized setting CE Bréhier, L Goudenege, L Tudela Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April …, 2016 | 9 | 2016 |
| Analysis and simulation of rare events for SPDEs CE Bréhier, M Gazeau, L Goudenège, M Rousset ESAIM: Proceedings and Surveys 48, 364-384, 2015 | 7 | 2015 |
| Stochastic phase field α-Navier-Stokes vesicle-fluid interaction model L Goudenège, L Manca Journal of Mathematical Analysis and Applications 496 (1), 124805, 2021 | 6 | 2021 |
| Likelihood-based parametric estimator for memory kernel in molecular dynamics H Vroylandt, L Goudenège, P Monmarché, F Pietrucci, B Rotenberg arXiv preprint arXiv:2110.04246, 2021 | 4 | 2021 |
| Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises L Goudenège, B Xie Journal of Differential Equations 269 (9), 6988-7014, 2020 | 4 | 2020 |
| Computing credit valuation adjustment solving coupled PIDEs in the Bates model L Goudenège, A Molent, A Zanette Computational Management Science 17, 163-178, 2020 | 4 | 2020 |
Charles-Edouard BréhierUniversité de Pau et des Pays de l'AdourVerified email at univ-pau.fr
