BibTeX records: Ludovic Goudenège

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@article{DBLP:journals/cms/GoudenegeMZ25,
  author       = {Ludovic Gouden{\`{e}}ge and
                  Andrea Molent and
                  Antonino Zanette},
  title        = {Computing {XVA} for American basket derivatives by machine learning
                  techniques},
  journal      = {Comput. Manag. Sci.},
  volume       = {22},
  number       = {2},
  pages        = {13},
  year         = {2025},
  url          = {https://doi.org/10.1007/s10287-025-00540-7},
  doi          = {10.1007/S10287-025-00540-7},
  timestamp    = {Sun, 07 Sep 2025 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/GoudenegeMZ25.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-2405-08201,
  author       = {Ludovic Gouden{\`{e}}ge and
                  El Mehdi Haress and
                  Alexandre Richard},
  title        = {Numerical approximation of the stochastic heat equation with a distributional
                  reaction term},
  journal      = {CoRR},
  volume       = {abs/2405.08201},
  year         = {2024},
  url          = {https://doi.org/10.48550/arXiv.2405.08201},
  doi          = {10.48550/ARXIV.2405.08201},
  eprinttype    = {arXiv},
  eprint       = {2405.08201},
  timestamp    = {Mon, 24 Jun 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2405-08201.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-2302-11455,
  author       = {Ludovic Gouden{\`{e}}ge and
                  El Mehdi Haress and
                  Alexandre Richard},
  title        = {Numerical approximation of SDEs with fractional noise and distributional
                  drift},
  journal      = {CoRR},
  volume       = {abs/2302.11455},
  year         = {2023},
  url          = {https://doi.org/10.48550/arXiv.2302.11455},
  doi          = {10.48550/ARXIV.2302.11455},
  eprinttype    = {arXiv},
  eprint       = {2302.11455},
  timestamp    = {Thu, 23 Feb 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2302-11455.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/eor/GoudenegeMZ22,
  author       = {Ludovic Gouden{\`{e}}ge and
                  Andrea Molent and
                  Antonino Zanette},
  title        = {Moving average options: Machine learning and Gauss-Hermite quadrature
                  for a double non-Markovian problem},
  journal      = {Eur. J. Oper. Res.},
  volume       = {303},
  number       = {2},
  pages        = {958--974},
  year         = {2022},
  url          = {https://doi.org/10.1016/j.ejor.2022.03.002},
  doi          = {10.1016/J.EJOR.2022.03.002},
  timestamp    = {Mon, 28 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/eor/GoudenegeMZ22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcam/DoghmanG22,
  author       = {Jad Doghman and
                  Ludovic Gouden{\`{e}}ge},
  title        = {Numerical and convergence analysis of the stochastic Lagrangian averaged
                  Navier-Stokes equations},
  journal      = {J. Comput. Appl. Math.},
  volume       = {414},
  pages        = {114446},
  year         = {2022},
  url          = {https://doi.org/10.1016/j.cam.2022.114446},
  doi          = {10.1016/J.CAM.2022.114446},
  timestamp    = {Mon, 25 Jul 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jcam/DoghmanG22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-2101-05017,
  author       = {Ludovic Gouden{\`{e}}ge and
                  Bin Xie},
  title        = {Ergodicity of stochastic Cahn-Hilliard equations with logarithmic
                  potentials driven by degenerate or nondegenerate noises},
  journal      = {CoRR},
  volume       = {abs/2101.05017},
  year         = {2021},
  url          = {https://arxiv.org/abs/2101.05017},
  eprinttype    = {arXiv},
  eprint       = {2101.05017},
  timestamp    = {Tue, 26 Jan 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2101-05017.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-2110-15611,
  author       = {Jad Doghman and
                  Ludovic Gouden{\`{e}}ge},
  title        = {Numerical and convergence analysis of the stochastic Lagrangian averaged
                  Navier-Stokes equations},
  journal      = {CoRR},
  volume       = {abs/2110.15611},
  year         = {2021},
  url          = {https://arxiv.org/abs/2110.15611},
  eprinttype    = {arXiv},
  eprint       = {2110.15611},
  timestamp    = {Tue, 02 Nov 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2110-15611.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/GoudenegeMZ20,
  author       = {Ludovic Gouden{\`{e}}ge and
                  Andrea Molent and
                  Antonino Zanette},
  title        = {Computing credit valuation adjustment solving coupled PIDEs in the
                  Bates model},
  journal      = {Comput. Manag. Sci.},
  volume       = {17},
  number       = {2},
  pages        = {163--178},
  year         = {2020},
  url          = {https://doi.org/10.1007/s10287-020-00365-6},
  doi          = {10.1007/S10287-020-00365-6},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/GoudenegeMZ20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/GoudenegeMZ19,
  author       = {Ludovic Gouden{\`{e}}ge and
                  Andrea Molent and
                  Antonino Zanette},
  title        = {Pricing and hedging {GMWB} in the Heston and in the Black-Scholes
                  with stochastic interest rate models},
  journal      = {Comput. Manag. Sci.},
  volume       = {16},
  number       = {1-2},
  pages        = {217--248},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10287-018-0304-2},
  doi          = {10.1007/S10287-018-0304-2},
  timestamp    = {Sun, 19 Jan 2025 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/cms/GoudenegeMZ19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@inproceedings{DBLP:conf/mcqmc/BrehierGT14,
  author       = {Charles{-}Edouard Br{\'{e}}hier and
                  Ludovic Gouden{\`{e}}ge and
                  Lo{\"{\i}}c Tudela},
  editor       = {Ronald Cools and
                  Dirk Nuyens},
  title        = {Central Limit Theorem for Adaptive Multilevel Splitting Estimators
                  in an Idealized Setting},
  booktitle    = {Monte Carlo and Quasi-Monte Carlo Methods, {MCQMC} 2014, Leuven, Belgium,
                  April 2014},
  series       = {Springer Proceedings in Mathematics and Statistics},
  volume       = {163},
  pages        = {245--260},
  publisher    = {Springer},
  year         = {2014},
  url          = {https://doi.org/10.1007/978-3-319-33507-0\_10},
  doi          = {10.1007/978-3-319-33507-0\_10},
  timestamp    = {Mon, 03 Jan 2022 22:19:41 +0100},
  biburl       = {https://dblp.org/rec/conf/mcqmc/BrehierGT14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jscic/GoudenegeMV12,
  author       = {Ludovic Gouden{\`{e}}ge and
                  Daniel Martin and
                  Gr{\'{e}}gory Vial},
  title        = {High Order Finite Element Calculations for the Cahn-Hilliard Equation},
  journal      = {J. Sci. Comput.},
  volume       = {52},
  number       = {2},
  pages        = {294--321},
  year         = {2012},
  url          = {https://doi.org/10.1007/s10915-011-9546-7},
  doi          = {10.1007/S10915-011-9546-7},
  timestamp    = {Fri, 30 Nov 2018 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jscic/GoudenegeMV12.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamma/DebusscheG11,
  author       = {Arnaud Debussche and
                  Ludovic Gouden{\`{e}}ge},
  title        = {Stochastic Cahn-Hilliard Equation with Double Singular Nonlinearities
                  and Two Reflections},
  journal      = {{SIAM} J. Math. Anal.},
  volume       = {43},
  number       = {3},
  pages        = {1473--1494},
  year         = {2011},
  url          = {https://doi.org/10.1137/090769636},
  doi          = {10.1137/090769636},
  timestamp    = {Fri, 03 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamma/DebusscheG11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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