AD Scientific Index
 Open Nav
Login Login Pricing & Plans Pricing & Plans
Xavier Warin

Xavier Warin

Électricité de France SA - / France
Engineering & Technology / Computer Science
AD Scientific Index ID: 4424599
Electricity of France SA
person_outline Xavier Warin's MOST POPULAR ARTICLES
1-) A regression-based Monte Carlo method to solve backward stochastic differential equations
2-) Deep backward schemes for high-dimensional nonlinear PDEs Mathematics of Computation 89 (324), 1547-1579, 2020
3-) Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations Bernoulli 12 (5), 889-916, 2006
4-) A probabilistic numerical method for fully nonlinear parabolic PDEs
5-) Monte-Carlo valuation of American options: facts and new algorithms to improve existing methods Numerical Methods in Finance: Bordeaux, June 2010, 215-255, 2012