Céline Labart
Finance · 2006
A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 6 citations into it; #4,131 of 10,518 by trust here, #7,920 by citations
Whom Céline Labart trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Bruno Bouchard
- Jean-Philippe Lemor
- Jianfeng Zhang
- Peter Hall
- Emmanuel Gobet
- Nizar Touzi
- Franccois Delarue
Who trusts Céline Labart overall
Papers from Céline Labart's perspective
Ordered by how strongly the researchers Céline Labart trusts endorse each paper. Same corpus, a different order for every researcher.
- Forward-Backward Stochastic Differential Equations and their Applications
- Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
- A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
- A numerical scheme for BSDEs
- A regression-based Monte Carlo method to solve backward stochastic differential equations
- Martingale Limit Theory and Its Application
- DONSKER-TYPE THEOREM FOR BSDES
- Path regularity for solutions of backward stochastic differential equations
- Numberical Method for Backward Stochastic Differential Equations
Their papers
- Error expansion for the discretization of backward stochastic differential equations (2006) — 109 citations