C. Geiss

Finance · with † · 2004–2011

A researcher in the Science corpus: 2 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it
• Demography — 5 citations into it

Whom C. Geiss trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jianfeng Zhang
2. Bruno Bouchard
3. Emmanuel Gobet
4. Stefan Geiss †
5. Nizar Touzi
6. Jean-Philippe Lemor
7. Xavier Warin

Who trusts C. Geiss overall

1. Jean-François Chassagneux

Papers from C. Geiss's perspective

Ordered by how strongly the researchers C. Geiss trusts endorse each paper. Same corpus, a different order for every researcher.

1. A numerical scheme for BSDEs
2. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
3. A regression-based Monte Carlo method to solve backward stochastic differential equations
4. On approximation of a class of stochastic integrals and interpolation
5. Quantitative approximation of certain stochastic integrals
6. DONSKER-TYPE THEOREM FOR BSDES
7. Path regularity for solutions of backward stochastic differential equations
8. Numberical Method for Backward Stochastic Differential Equations
9. Valuing American Options by Simulation: A Simple Least-Squares Approach
10. Forward-Backward Stochastic Differential Equations and their Applications

Their papers

• Generalized fractional smoothness and Lp-variation of BSDEs with non-Lipschitz terminal condition (2011) — 47 citations
• On approximation of a class of stochastic integrals and interpolation (2004) — 54 citations