Xavier Warin

Finance · 2005–2012

A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

• Finance — 25 citations into it; #1,399 of 10,518 by trust here, #3,009 by citations
• Demography — 7 citations into it; #237 of 4,236 by trust here, #755 by citations
• Economics and Econometrics — 7 citations into it
• Management Science and Operations Research — 5 citations into it
• Statistics and Probability — 5 citations into it; #4,348 of 12,932 by trust here, #6,552 by citations

Whom Xavier Warin trusts overall

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

1. Jin Ma
2. Jianfeng Zhang
3. Bruno Bouchard
4. Emmanuel Gobet
5. Jean-Philippe Lemor
6. P. Briand
7. Francis A. Longstaff
8. Nizar Touzi

Who trusts Xavier Warin overall

1. Christian Bender
2. D. Crisan
3. Bruno Bouchard
4. Martin Hutzenthaler
5. Emmanuel Gobet
6. Huyen Pham
7. Adam Speight
8. Jean-François Chassagneux
9. Adrien Richou
10. Shige Peng

Papers from Xavier Warin's perspective

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

1. DONSKER-TYPE THEOREM FOR BSDES
2. Path regularity for solutions of backward stochastic differential equations
3. Numberical Method for Backward Stochastic Differential Equations
4. A Distribution-Free Theory of Nonparametric Regression
5. Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
6. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
7. Foundations of Quantization for Probability Distributions
8. An analysis of a least squares regression method for American option pricing (Finance and Stochastics)
9. Nonlinear Expectations, Nonlinear Evaluations and Risk Measures
10. Representations and regularities for solutions to BSDEs with reflections

Their papers

• Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (2006) — 191 citations
• Monte-Carlo valuation of American options: facts and new algorithms to improve existing methods (2012) — 135 citations
• A regression-based Monte Carlo method to solve backward stochastic differential equations (2005) — 423 citations