LPSM-Equipe Mathématiques Financières et Actuarielles, Probabilités Numériques

Auteur(s)/Author(s)	Titre/Title
J.F. Chassagneux, L. Szpruch, A. Tse	Weak quantitative propagation of chaos via differential calculus on the space of measures
B. Basrak, O. Winterberger, P. Zugec	On total claim amount for marked Poisson cluster models
A. Bachouch, C. Huré, N. Langrené, H. Pham	Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications
C. Bénézet, J.F. Chassagneux, C. Reisinger	A numerical scheme for the quantile hedging problem
C. Huré, H. Pham, X. Warin	Some machine learning schemes for high-dimensional nonlinear PDEs
C. Dombry, C. Tillier, O. Winterberger	HIDDEN REGULAR VARIATION FOR POINT PROCESSES AND THE SINGLE/MULTIPLE LARGE POINT HEURISTIC
I. Kharroubi, T. Lim, T. Mastrolia	Regulation of renewable resource exploitation
H. Pham, X. Warin	Neural networks-based backward scheme for fully nonlinear PDEs
V. Lemaire, T. Montes, G Pagès	New Weak Error bounds and expansions for Optimal Quantization
J.M. Fayolle, V. Lemaire, T. Montes, G Pagès	Quantization-based Bermudan option pricing in the FX world
G Pagès, V. Reutenauer	Precision of caracterization of paper for recycling
E. Abi Jaber, E. Miller, H. Pham	Linear--Quadratic control for a class of stochastic Volterra equations: solvability and approximation
E. Abi Jaber, E. Miller, H. Pham	Integral operator Riccati equations arising in stochastic Volterra control problems
M. Motte, H. Pham	Mean-field Markov decision processes with common noise and open-loop controls