Ludovic Goudenège

12 papers Journal 11Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Computing XVA for American basket derivatives by machine learning techniques.
Comput. Manag. Sci.
Ludovic Goudenège, Andrea Molent, Antonino Zanette
2024 J jnl
Numerical approximation of the stochastic heat equation with a distributional reaction term.
CoRR
Ludovic Goudenège, El Mehdi Haress, Alexandre Richard
2023 J jnl
Numerical approximation of SDEs with fractional noise and distributional drift.
CoRR
Ludovic Goudenège, El Mehdi Haress, Alexandre Richard
2022 J jnl
Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem.
Eur. J. Oper. Res.
Ludovic Goudenège, Andrea Molent, Antonino Zanette
2022 J jnl
Numerical and convergence analysis of the stochastic Lagrangian averaged Navier-Stokes equations.
J. Comput. Appl. Math.
Jad Doghman, Ludovic Goudenège
2021 J jnl
Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises.
CoRR
Ludovic Goudenège, Bin Xie
2021 J jnl
Numerical and convergence analysis of the stochastic Lagrangian averaged Navier-Stokes equations.
CoRR
Jad Doghman, Ludovic Goudenège
2020 J jnl
Computing credit valuation adjustment solving coupled PIDEs in the Bates model.
Comput. Manag. Sci.
Ludovic Goudenège, Andrea Molent, Antonino Zanette
2019 J jnl
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.
Comput. Manag. Sci.
Ludovic Goudenège, Andrea Molent, Antonino Zanette
2014 — conf
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting.
MCQMC
Charles-Edouard Bréhier, Ludovic Goudenège, Loïc Tudela
2012 J jnl
High Order Finite Element Calculations for the Cahn-Hilliard Equation.
J. Sci. Comput.
Ludovic Goudenège, Daniel Martin, Grégory Vial
2011 J jnl
Stochastic Cahn-Hilliard Equation with Double Singular Nonlinearities and Two Reflections.
SIAM J. Math. Anal.
Arnaud Debussche, Ludovic Goudenège