Jean-Philippe Lemor

Finance · 2005–2006

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 29 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #1,335 of 10,518 by trust here, #3,009 by citations

Whom Jean-Philippe Lemor trusts overall

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

1. Bruno Bouchard
2. P. Briand
3. Jianfeng Zhang
4. Jin Ma
5. Nizar Touzi
6. László Györfi
7. Bernard Delyon
8. Francis A. Longstaff
9. Shige Peng
10. Philip Protter

Who trusts Jean-Philippe Lemor overall

1. Christian Bender
2. Bruno Bouchard
3. D. Crisan
4. Emmanuel Gobet
5. Martin Hutzenthaler
6. Arnulf Jentzen
7. Huyen Pham
8. K. Manolarakis
9. Xavier Warin
10. Jean-François Chassagneux

Papers from Jean-Philippe Lemor's perspective

Ordered by how strongly the researchers Jean-Philippe Lemor trusts endorse each paper. Same corpus, a different order for every researcher.

1. DONSKER-TYPE THEOREM FOR BSDES
2. Valuing American Options by Simulation: A Simple Least-Squares Approach
3. Path regularity for solutions of backward stochastic differential equations
4. Numberical Method for Backward Stochastic Differential Equations
5. A Distribution-Free Theory of Nonparametric Regression
6. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
7. Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
8. An analysis of a least squares regression method for American option pricing (Finance and Stochastics)
9. Foundations of Quantization for Probability Distributions
10. Forward-Backward Stochastic Differential Equations and their Applications

Their papers

• Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (2006) — 191 citations
• A regression-based Monte Carlo method to solve backward stochastic differential equations (2005) — 423 citations