Ludovic Goudenège

发表

Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models

Ludovic Goudenège, Andrea Molent, Antonino Zanette, 2016, Comput. Manag. Sci..

Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises pdf

Ludovic Goudenège, Bin Xie, B. Xie, 2020, Journal of Differential Equations.

Stochastic Cahn-Hilliard Equation with Double Singular Nonlinearities and Two Reflections

Ludovic Goudenège, Arnaud Debussche, A. Debussche, 2009, SIAM J. Math. Anal..

Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting

Ludovic Goudenège, Charles-Edouard Bréhier, Loïc Tudela, 2015, MCQMC.

High Order Finite Element Calculations for the Cahn-Hilliard Equation

Ludovic Goudenège, Daniel Martin, Grégory Vial, 2010, J. Sci. Comput..

Numerical methods for piecewise deterministic Markov processes with boundary

Ludovic Goudenège, 2014 .

Reexamining the framework for intermittency in Lagrangian stochastic models for turbulent flows: A way to an original and versatile numerical approach.

Marc Massot, Ludovic Goudenège, Rémi Zamansky, 2021, Physical review. E.

Unbiasedness of some generalized Adaptive Multilevel Splitting algorithms

Ludovic Goudenège, Tony Lelièvre, Mathias Rousset, 2016 .