Gilles Pagès

Finance · 2002–2018

A researcher in the Science corpus: 12 papers; trusts 8 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #2,655 of 10,518 by trust here, #3,208 by citations
• Computer Vision and Pattern Recognition — 12 citations into it; #20,098 of 21,575 by trust here, #16,787 by citations
• Electrical and Electronic Engineering — 9 citations into it
• Computer Networks and Communications — 8 citations into it
• Numerical Analysis — 7 citations into it; #3,358 of 3,586 by trust here, #1,831 by citations
• Computational Theory and Mathematics — 6 citations into it

Whom Gilles Pagès trusts overall

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

1. Harald Luschgy
2. M. Giles
3. Stefan Heinrich
4. Ahmed Kebaier
5. Harold J. Kushner
6. Francis A. Longstaff
7. Peter Hall
8. Nicolai V. Krylov
9. Steffen Dereich
10. David Freedman

Who trusts Gilles Pagès overall

1. Huyen Pham
2. Franccois Delarue
3. Simon Mak
4. Harald Luschgy
5. Stéphane Menozzi
6. V. Roshan Joseph
7. René A. Carmona
8. Alain Oliviero Durmus

Papers from Gilles Pagès's perspective

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

1. Vector quantization and signal compression
2. Data Warehouse Tuning: The Supremacy of Bitmap Index
3. Rate Distortion Theory
4. Multilevel Monte Carlo Path Simulation (Operational Research)
5. Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing
6. Multilevel Monte Carlo Methods
7. Controlled Markov processes and viscosity solutions
8. Valuing American Options by Simulation: A Simple Least-Squares Approach
9. On the rate of convergence of finite-difference approximations for Bellmans equations with variable coefficients
10. Nonconvergence to Unstable Points in Urn Models and Stochastic Approximations

Their papers

• A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (2005) — 196 citations
• When can the two-armed bandit algorithm be trusted? (2004) — 47 citations
• Optimal quantization methods and applications to numerical problems in finance (2004) — 173 citations
• Numerical Probability: An Introduction with Applications to Finance (2018) — 90 citations
• Multilevel Richardson-Romberg Extrapolation (2014) — 56 citations
• DISTORTION MISMATCH IN THE QUANTIZATION OF PROBABILITY MEASURES (2006) — 49 citations
• Functional quantization rate and mean regularity of processes with an application to Lévy processes (2006) — 54 citations
• Functional quantization of a class of Brownian diffusions : A constructive approach (2006) — 61 citations
• Sharp asymptotics of the functional quantization problem for Gaussian processes (2004) — 94 citations
• AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS (2004) — 82 citations
• RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT (2003) — 87 citations
• Functional quantization of Gaussian processes (2002) — 113 citations