Jacques Printems

Finance · 2004–2008

A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it; #3,539 of 10,518 by trust here, #6,162 by citations

Whom Jacques Printems trusts overall

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

1. Jean-Pierre Fouque 3
2. Harald Luschgy
3. Francis A. Longstaff
4. Harold J. Kushner

Who trusts Jacques Printems overall

1. Huyen Pham
2. Franccois Delarue
3. René A. Carmona
4. Simon Mak
5. Stéphane Menozzi

Papers from Jacques Printems's perspective

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

1. Brownian Motion and Stochastic Calculus
2. Derivatives in Financial Markets with Stochastic Volatility
3. Valuing American Options by Simulation: A Simple Least-Squares Approach
4. Controlled Markov processes and viscosity solutions
5. On the rate of convergence of finite-difference approximations for Bellmans equations with variable coefficients
6. Stochastic approximation algorithms and applications
7. Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps
8. Foundations of Quantization for Probability Distributions
9. Probability and potentials
10. Introduction to stochastic partial differential equations

Their papers

• A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (2005) — 196 citations
• Optimal quantization methods and applications to numerical problems in finance (2004) — 173 citations
• Absolute continuity for some one-dimensional processes (2008) — 94 citations
• AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS (2004) — 82 citations