Vincent Lemaire

Finance · with Menozzi · 2005–2014

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it; #8,093 of 10,518 by trust here, #9,027 by citations
• Statistics and Probability — 6 citations into it; #7,351 of 12,932 by trust here, #9,714 by citations
• Applied Mathematics — 5 citations into it; #5,531 of 7,620 by trust here, #7,035 by citations

Whom Vincent Lemaire trusts overall

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

1. M. Giles
2. Stefan Heinrich
3. Ahmed Kebaier
4. Valentin D. Konakov
5. Felix Otto
6. Cédric Villani
7. Enno Mammen
8. A. Joulin
9. Jean-Michel Coron
10. Yann Ollivier

Who trusts Vincent Lemaire overall

1. Hoang-Long Ngo
2. Fabien Panloup
3. Daichi Taguchi
4. Sébastien Gadat
5. Alain Oliviero Durmus

Papers from Vincent Lemaire's perspective

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

1. Multilevel Monte Carlo Path Simulation (Operational Research)
2. Generalization of an Inequality by Talagrand and Links with the Logarithmic Sobolev Inequality
3. Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing
4. Multilevel Monte Carlo Methods
5. Local limit theorems for transition densities of Markov chains converging to diffusions
6. Control and Nonlinearity
7. CURVATURE, CONCENTRATION AND ERROR ESTIMATES FOR MARKOV CHAIN MONTE CARLO
8. Random number generation and Quasi-Monte Carlo methods
9. A Practical Guide to Splines
10. Weak Convergence and Empirical Processes: With Applications to Statistics

Their papers

• On Some non Asymptotic Bounds for the Euler Scheme (2010) — 66 citations
• Multilevel Richardson-Romberg Extrapolation (2014) — 56 citations
• An adaptive scheme for the approximation of dissipative systems (2005) — 50 citations