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Gilles Pagès
Gilles Pagès
Professeur de mathématiques, Sorbonne Universite
在 sorbonne-universite.fr 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Theoretical aspects of the SOM algorithm
M Cottrell, JC Fort, G Pagès
Neurocomputing 21 (1-3), 119-138, 1998
3191998
A quantization algorithm for solving multidimensional discrete-time optimal stopping problems
V Bally, G Pagès
Bernoulli 9 (6), 1003-1049, 2003
3152003
Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling
O Bardou, N Frikha, G Pages
Walter de Gruyter GmbH & Co. KG 15 (3), 173-210, 2009
3132009
Convergence en loi des suites d'intégrales stochastiques sur l'espace 1 de Skorokhod
A Jakubowski, J Mémin, G Pages
Probability Theory and Related Fields 81, 111-137, 1989
2901989
A quantization tree method for pricing and hedging multidimensional American options
V Bally, G Pagès, J Printems
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005
2672005
A space quantization method for numerical integration
G Pagès
Journal of computational and applied mathematics 89 (1), 1-38, 1998
2661998
Optimal quadratic quantization for numerics: the Gaussian case
G Pagès, J Printems
Monte Carlo Methods Appl. 9 (2), 135-165, 2003
2162003
Optimal quantization methods and applications to numerical problems in finance
G Pagès, H Pham, J Printems
Handbook of computational and numerical methods in finance, 253-297, 2004
1982004
Approximations of functions by a multilayer perceptron: a new approach
JG Attali, G Pagès
Neural networks 10 (6), 1069-1081, 1997
1791997
Error analysis of the optimal quantization algorithm for obstacle problems
V Bally, G Pages
Stochastic processes and their applications 106 (1), 1-40, 2003
1762003
Functional quantization of Gaussian processes
H Luschgy, G Pagès
Journal of Functional Analysis 196 (2), 486-531, 2002
1512002
Recursive computation of the invariant distribution of a diffusion
D Lamberton, G Pages
Bernoulli, 367-405, 2002
1252002
Functional quantization for numerics with an application to option pricing
G Pagès, J Printems
Monte Carlo Methods Appl. 11 (4), 407-446, 2005
1182005
Numerical probability
G Pagès
Universitext, Springer, 2018
1022018
Optimal quantization methods for nonlinear filtering with discrete-time observations
G Pagès, H Pham
Bernoulli 11 (5), 893-932, 2005
1012005
An optimal Markovian quantization algorithm for multi-dimensional stochastic control problems
G Pages, H Pham, J Printems
Stochastics and dynamics 4 (04), 501-545, 2004
1012004
Sharp asymptotics of the functional quantization problem for Gaussian processes
H Luschgy, G Pagès
1012004
Self-organization and as convergence of the one-dimensional Kohonen algorithm with non-uniformly distributed stimuli
C Bouton, G Pages
Stochastic Processes and their Applications 47 (2), 249-274, 1993
981993
Optimal split of orders across liquidity pools: a stochastic algorithm approach
S Laruelle, CA Lehalle, G Pages
SIAM Journal on Financial Mathematics 2 (1), 1042-1076, 2011
942011
Optimal quantization for the pricing of swing options
O Bardou, S Bouthemy, G Pagès
Applied Mathematical Finance 16 (2), 183-217, 2009
942009
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