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Ludovic Goudenège

Ludovic Goudenège

French National Centre for Scientific Research - Paris / France
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 4727760
Centre National de la Recherche Scientifique CNRS
person_outline Ludovic Goudenège's MOST POPULAR ARTICLES
1-) Analysis of some splitting schemes for the stochastic Allen-Cahn equation Discrete & Continuous Dynamical Systems - B 24 (8), 4169-4190, 2018
2-) Unbiasedness of some generalized Adaptive Multilevel Splitting algorithms arXiv preprint arXiv:1505.02674, 2015
3-) Likelihood-based non-Markovian models from molecular dynamics Proceedings of the National Academy of Sciences 119 (13), e2117586119, 2022
4-) Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models Quantitative Finance 20 (4), 573-591, 2020
5-) Weak convergence rates of splitting schemes for the stochastic Allen–Cahn equation BIT Numerical Mathematics 60 (3), 543-582, 2020