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- Donsker-Type Theorem for BSDEs: Rate of Convergence, with Philippe Briand, Christel Geiss and Stefan Geiss. To appear in Bernoulli.
- Mean square rate of convergence for random walk approximation of forward-backward SDEs, with Christel Geiss and Antti Luoto. To appear in Advances in Applied Probability, 52.3.
- Mean Reflected Stochastic Differential Equations with Jumps, with Philippe Briand and Abir Ghannoum.
*Advances in Applied Probability*, Vol 52.2, pp. 523-562, 2020. - Particle systems and Numerical Schemes for Mean Reflected Stochastic Differential Equations, with Philippe Briand, Paul-Eric Chaudru de Raynal and Arnaud Guillin.
*Annals of Applied Probability*, Vol 30(4), pp. 1884-1909, 2020. - Random walk approximation of BSDEs with Holder continuous terminal condition, with Christel Geiss and Antti Luoto.
*Bernoulli*, Vol 26(1), pp. 159-190, 2020. - Simulation of BSDEs with jumps by Wiener Chaos Expansion, with Christel Geiss.
*Stochastic Processes and their Applications*, Vol 126, pp. 2123-2162, 2016. - Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles
, with Roxana Dumitrescu.
*Journal of Mathematical Analysis and Applications*, Vol 442, Issue 1, pp. 206-243, 2016. - Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles, with Roxana Dumitrescu.
*Journal of computational and Applied Mathematics*, Vol 296, pp. 827-839, 2016. - Simulation of BSDEs by Wiener Chaos Expansion, with Philippe Briand.
*Annals of Applied Probability*, Vol 24, Issue 3, 1129-1171, 2014. - Stochastic Local Intensity Loss Models with Interacting Particle Systems, with Aurelien Alfonsi and Jerome Lelong.
*Mathematical Finance*, Vol 26(2), 366-394, 2016. - A Parallel Algorithm for solving
BSDEs, with Jerome Lelong.
*Monte Carlo Methods and Applications*, Vol 9(1), 2013. - Long wave runup on random beaches, with Denys Dutykh and Dimitrios Mitsotakis.
*Physical Review Letters*Vol.107(18), 2011. - Solving BSDE with adaptive control variate, with Emmanuel Gobet.
*SIAM Journal on Numerical Analysis*, Vol 48(1), p. 257-277, 2010. - Parisian,
*Encyclopedia of Quantitative Finance, Wiley* - Pricing double barrier Parisian Options using Laplace transforms, with Jerome Lelong.
*International Journal of Theoretical and Applied Finance*, 12(1), p. 19-44, 2009. - Pricing Parisian Options using Laplace transforms, with Jerome Lelong.
*Banque & Marches*, no 99, p 29-43, 2009. - Sharp estimates for the convergence of the density of the Euler
scheme in small time, with Emmanuel Gobet.
*Elect. Comm. in Probab.*, 1,p 352-363, 2008. Correction of the proof of Theorem 5 here. - Error expansion for the discretization of Backward Stochastic
Differential Equations, with Emmanuel Gobet.
*Stochastic Processes and their Applications*, 117, p 803-829, 2007.

- Extreme Inundation Statistics on a Composite Beach, with Ahmed Abdalazeez, Ira Didenkulova and Denys Dutykh. Submitted.
- Simulation of McKean-Vlasov BSDEs by Wiener Chaos Expansion, with Celine Acary-Robert, Philippe Briand and Abir Ghannoum. Submitted.
- An asymptotical method to estimate the parameters of a deteriorating system under condition-based maintenance , with Philippe Briand and Edwige Idee. 2013.

- Run-up of narrow and wide-banded irregular waves on a beach, with Ahmed Abdalazeez, Ira Didenkulova and Denys Dutykh. European Geosciences Union General Assembly 2020A, Vienna, Austria,
- A sequential Monte Carlo algorithm for solving BSDE, with Emmanuel Gobet. 6th International Congress on Industrial Applied Mathematics (ICIAM07), Zurich : Suisse.

- Solving BSDE with adaptive control variate. A note on the rate of convergence of the operator P^k , with Emmanuel Gobet.