Philippe von Wurstemberger

Finance · 2019

A researcher in the Science corpus: 1 paper; trusts 29 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it
• Demography — 8 citations into it
• Statistical and Nonlinear Physics — 8 citations into it
• Computational Mechanics — 5 citations into it
• Computational Theory and Mathematics — 5 citations into it

Whom Philippe von Wurstemberger trusts overall

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

1. D. Crisan
2. Jean-François Chassagneux
3. Jianfeng Zhang
4. Pierre Henry-Labordère
5. Eitan Tadmor
6. Emmanuel Gobet
7. Jean-Philippe Lemor
8. Bruno Bouchard
9. Nizar Touzi
10. Franccois Delarue

Papers from Philippe von Wurstemberger's perspective

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

1. A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
2. A regression-based Monte Carlo method to solve backward stochastic differential equations
3. Forward-Backward Stochastic Differential Equations and their Applications
4. A numerical scheme for BSDEs
5. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
6. Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
7. The Pricing of Options and Corporate Liabilities
8. On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights
9. DGM: A deep learning algorithm for solving partial differential equations
10. Numerical simulation of quadratic BSDEs

Their papers

• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (2019) — 59 citations