Benjamin Jourdain

Finance · 2000–2017

A researcher in the Science corpus: 6 papers; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it; #5,315 of 10,518 by trust here, #5,728 by citations

Whom Benjamin Jourdain trusts overall

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

1. Paul Glasserman
2. Michel Ledoux

Who trusts Benjamin Jourdain overall

1. Nader Masmoudi
2. René A. Carmona
3. François Delarue
4. Shane Legg
5. Peter Constantin
6. Joel Veness
7. T. Meyer‐Brandis

Papers from Benjamin Jourdain's perspective

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

1. Monte Carlo Methods in Financial Engineering
2. Controlled stratification for quantile estimation
3. Probability in Banach Spaces: Isoperimetry and Processes
4. Topics in Optimal Transportation
5. Gradient Flows: In Metric Spaces and in the Space of Probability Measures
6. Optimization of conditional value-at risk
7. Processes of normal inverse Gaussian type
8. The Variance Gamma (V.G.) Model for Share Market Returns
9. Representation formula for the entropy and functional inequalities
10. A new modified logarithmic Sobolev inequality for Poisson point processes and several applications

Their papers

• Existence of solution for a micro–macro model of polymeric fluid: the FENE model (2004) — 155 citations
• Sampling of probability measures in the convex order and approximation of Martingale Optimal Transport problems (2017) — 59 citations
• Robust adaptive importance sampling for normal random vectors. (2008) — 47 citations
• Nonlinear SDEs driven by L\'evy processes and related PDEs (2007) — 148 citations
• Adaptive Optimal Allocation in Stratified Sampling Methods (2007) — 64 citations
• Diffusion Processes Associated with Nonlinear Evolution Equations for Signed Measures (2000) — 55 citations