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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Risk quantization by magnitude and propensity
Faugeras, Olivier
;
Pagès, Gilles
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 134-147
Persistent link: https://www.econbiz.de/10015066797
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2
Optimal posting price of limit orders : learning by trading
Laruelle, Sophie
;
Lehalle, Charles-Albert
;
Pagès, Gilles
- In:
Mathematics and financial economics
7
(
2013
)
3
,
pp. 359-403
Persistent link: https://www.econbiz.de/10009754843
Saved in:
3
When are swing options bang-bang?
Bardou, Olivier
;
Bouthemy, Sandrine
;
Pagès, Gilles
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 867-899
Persistent link: https://www.econbiz.de/10008905111
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4
Recursive marginal quantization of the Euler scheme of a diffusion process
Pagès, Gilles
;
Sagna, Abass
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 463-498
Persistent link: https://www.econbiz.de/10011490616
Saved in:
5
Urn model-based adaptive multi-arm clinical trials : a stochastic approximation approach
Laruelle, Sophie
;
Pagès, Gilles
- In:
Econophysics of agent-based models
,
(pp. 45-59)
.
2014
Persistent link: https://www.econbiz.de/10011281730
Saved in:
6
CVaR hedging using quantization-based stochastic approximation algorithm
Bardou, O.
;
Frikha, N.
;
Pagès, Gilles
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 184-229
Persistent link: https://www.econbiz.de/10011550286
Saved in:
7
A quantization tree method for pricing and hedging multidimensional American options
Bally, Vlad
;
Pagès, Gilles
;
Printems, Jacques
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 119-168
Persistent link: https://www.econbiz.de/10002583057
Saved in:
8
Risk quantization by magnitude and propensity
Faugeras, Olivier
;
Pagès, Gilles
-
2021
Persistent link: https://www.econbiz.de/10012542714
Saved in:
9
Fast hybrid schemes for fractional Riccati equations (rough is not so tough)
Callegaro, Giorgia
;
Grasselli, Martino
;
Pagès, Gilles
- In:
Mathematics of operations research
46
(
2021
)
1
,
pp. 221-254
Persistent link: https://www.econbiz.de/10012498120
Saved in:
10
Swing contract pricing : with and without neural networks
Lemaire, Vincent
;
Pagès, Gilles
;
Yeo, Christian
- In:
Frontiers of mathematical finance : FMF
3
(
2024
)
2
,
pp. 270-303
Persistent link: https://www.econbiz.de/10015376017
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