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Centre de Mathématiques Appliquées de l'École polytechnique

France

3 papers here448 citations across 3
fields
  • math.PR2
  • nlin.AO1
ROR 012e1xn46OpenAlex

affiliations via OpenAlex

most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

researchers with a paper here
  • Cyril Roberto1
  • David Chavalarias1
  • Emmanuel Gobet1
  • Franck Barthe1
  • Jean-Philippe Lemor1
  • Patrick Cattiaux1
  • Xavier Warin1
collaborating institutions
  • École PolytechniqueFR2 papers
  • Centre de Recherche en Épistémologie AppliquéeFR1 paper
  • Centre National de la Recherche ScientifiqueFR1 paper
  • Centro de Recursos Educativos AvanzadosCL1 paper
  • EDF Energy North AmericaUS1 paper
  • Électricité de France (France)FR1 paper
  • Laboratoire d’Analyse et de Mathématiques AppliquéesFR1 paper
  • Université Paris-Est CréteilFR1 paper
  • Université Paris NanterreFR1 paper
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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.