Clément Rey

According to our database, Clément Rey authored at least 5 papers between 2017 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Deterministic computation of quantiles in a Lipschitz framework.

Yurun Gu, Clément Rey

J. Comput. Appl. Math., 2025

2022

A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions.

Florian Bourgey, Emmanuel Gobet, Clément Rey

SIAM/ASA J. Uncertain. Quantification, 2022

2020

Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model.

Florian Bourgey, Emmanuel Gobet, Clément Rey

SIAM J. Financial Math., 2020

2019

Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications.

Gilles Pagès, Clément Rey

Monte Carlo Methods Appl., 2019

2017

Convergence in total variation distance of a third order scheme for one-dimensional diffusion processes.

Clément Rey

Monte Carlo Methods Appl., 2017