Denis Talay

Journal of Applied Probability · 2001–2011

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.

Whom Denis Talay trusts overall

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

1. Emmanuel Gobet

Who trusts Denis Talay overall

1. Pierre-Emmanuel Jabin

Papers from Denis Talay's perspective

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

1. Euler schemes and half-space approximation for the simulation of diffusion in a domain
2. On a class of degenerate parabolic equations of Kolmogorov type
3. Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form (Advances in Differential Equations)
4. A DISCRETE VALUATION OF SWING OPTIONS
5. An analysis of a least squares regression method for American option pricing (Finance and Stochastics)
6. Valuing American Options by Simulation: A Simple Least-Squares Approach
7. A Random Walk on Rectangles Algorithm
8. Martingale Methods in Financial Modelling
9. Foundations of Quantization for Probability Distributions
10. Stochastic optimal control : the discrete time case

Their papers

• On conditional McKean Lagrangian stochastic models (2011) — 46 citations
• A symmetrized Euler scheme for an efficient approximation of reflected diffusions (2004) — 104 citations
• Modeling the Term Structure of Interest Rates: A Review of the Literature (2001) — 48 citations