75 citations · 130 across the 14 of their papers we have counts for
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physics.class-ph2011★ 21 cited
Long wave runup on random beaches
Denys Dutykh, Céline Labart, Dimitrios Mitsotakis
The estimation of the maximum wave sunup height is a problem of practical importance. Most of the analytical and numerical studies are limited to a constant slope plain shore and t…
math.PR2011★ 4 cited
A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options
Céline Labart, Jérôme Lelong
We present a parallel algorithm for solving backward stochastic differential equations (BSDEs in short) which are very useful theoretic tools to deal with many financial problems r…