Numerical and convergence analysis of the stochastic Lagrangian averaged Navier–Stokes equations von Doghman, Jad, Goudenège, Ludovic

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Likelihood-based non-Markovian models from molecular dynamics von Vroylandt, Hadrien, Goudenège, Ludovic, Monmarché, Pierre, Pietrucci, Fabio, Rotenberg, Benjamin

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Stochastic phase field α-Navier-Stokes vesicle-fluid interaction model von Goudenège, Ludovic, Manca, Luigi

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Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem von Goudenège, Ludovic, Molent, Andrea, Zanette, Antonino

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Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises von Goudenège, Ludovic, Xie, Bin

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Sustainable Life Insurance: Managing Risk Appetite for Insurance Savings and Retirement Products von Kalife, Aymeric, Goudenège, Ludovic, Tan, Xiaolu, Mouti, Saad, Bellmane, Mounir

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Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models von Goudenège, Ludovic, Molent, Andrea, Zanette, Antonino

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Weak convergence rates of splitting schemes for the stochastic Allen–Cahn equation von Brehier, Charles-Edouard, Goudenege, Ludovic

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Backward hedging for American options with transaction costs von Goudenège, Ludovic, Molent, Andrea, Zanette, Antonino

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Stochastic Cahn–Hilliard equation with singular nonlinearity and reflection von GOUDENEGE, Ludovic

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Asymptotic properties of stochastic Cahn–Hilliard equation with singular nonlinearity and degenerate noise von Goudenège, Ludovic, Manca, Luigi

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Computing credit valuation adjustment solving coupled PIDEs in the Bates model von Goudenège, Ludovic, Molent, Andrea, Zanette, Antonino

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Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models von Goudenege, Ludovic, Molent, Andrea, Zanette, Antonino

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Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate von Goudenège, Ludovic, Molent, Andrea, Zanette, Antonino

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UNBIASEDNESS OF SOME GENERALIZED ADAPTIVE MULTILEVEL SPLITTING ALGORITHMS von Bréhier, Charles-Edouard, Gazeau, Maxime, Goudenège, Ludovic, Lelièvre, Tony, Rousset, Mathias

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STOCHASTIC CAHN-HILLIARD EQUATION WITH DOUBLE SINGULAR NONLINEARITIES AND TWO REFLECTIONS von DEBUSSCHE, Arnaud, GOUDENEGE, Ludovic

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Pricing and hedging GLWB in the Heston and in the Black–Scholes with stochastic interest rate models von Goudenège, Ludovic, Molent, Andrea, Zanette, Antonino

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Reexamining the framework for intermittency in Lagrangian stochastic models for turbulent flows: A way to an original and versatile numerical approach von Letournel, Roxane, Goudenege, Ludovic, Zamansky, Remi, Vie, Aymeric, Massot, Marc

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A Wright–Fisher model with indirect selection von Goudenège, Ludovic, Zitt, Pierre-André

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Numerical methods for piecewise deterministic Markov processes with boundary von Cocozza-Thivent, Christiane, Eymard, Robert, Goudenège, Ludovic, Roussignol, Michel

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