Benjamin Jourdain

15 papers Journal 14
YearRankTypeTitle / Venue / Authors
2025 J jnl
Convex comparison of Gaussian mixtures.
J. Multivar. Anal.
Benjamin Jourdain, Gilles Pagès
2022 J jnl
Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures.
J. Approx. Theory
Oumaima Bencheikh, Benjamin Jourdain
2022 J jnl
Convergence in Total Variation of the Euler-Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise.
SIAM J. Numer. Anal.
Oumaima Bencheikh, Benjamin Jourdain
2021 J jnl
Optimal dual quantizers of 1Dlog-concave distributions: Uniqueness and Lloyd like algorithm.
J. Approx. Theory
Benjamin Jourdain, Gilles Pagès
2020 J jnl
Optimal dual quantizers of $1D$ $\log$-concave distributions: uniqueness and Lloyd like algorithm.
CoRR
Benjamin Jourdain, Gilles Pagès
2017 J jnl
Self-healing umbrella sampling: convergence and efficiency.
Stat. Comput.
Gersende Fort, Benjamin Jourdain, Tony Lelièvre, Gabriel Stoltz
2016 J jnl
Ninomiya-Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators.
Monte Carlo Methods Appl.
Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clement
2015 J jnl
Convergence of the Wang-Landau algorithm.
Math. Comput.
Gersende Fort, Benjamin Jourdain, Estelle Kuhn, Tony Lelièvre, Gabriel Stoltz
2011 J jnl
On adaptive stratification.
Ann. Oper. Res.
Pierre Etoré, Gersende Fort, Benjamin Jourdain, Eric Moulines
2011 J jnl
Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends.
SIAM J. Financial Math.
Benjamin Jourdain, Michel H. Vellekoop
2010 J jnl
Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options.
Monte Carlo Methods Appl.
Benjamin Jourdain, Mohamed Karim Sbai
2007 J jnl
Exact retrospective Monte Carlo computation of arithmetic average Asian options.
Monte Carlo Methods Appl.
Benjamin Jourdain, Mohamed Karim Sbai
2007 J jnl
Stochastic flow approach to Dupire's formula.
Finance Stochastics
Benjamin Jourdain
2001 J jnl
A Stochastic Particle Method for the Solution of a 1D Viscous Scalar Conservation Law in a Bounded Interval.
Monte Carlo Methods Appl.
Mireille Bossy, Benjamin Jourdain
1998 — —
Sur l'interprétation probabiliste de quelques équations aux dérivées partielles non linéaires.
Benjamin Jourdain