Ludovic Goudenège

Orcid: 0000-0002-6449-5888

According to our database1, Ludovic Goudenège authored at least 10 papers between 2011 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2024
Numerical approximation of the stochastic heat equation with a distributional reaction term.
CoRR, 2024

2023
Numerical approximation of SDEs with fractional noise and distributional drift.
CoRR, 2023

2022
Numerical and convergence analysis of the stochastic Lagrangian averaged Navier-Stokes equations.
J. Comput. Appl. Math., 2022

Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem.
Eur. J. Oper. Res., 2022

2021
Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises.
CoRR, 2021

2020
Computing credit valuation adjustment solving coupled PIDEs in the Bates model.
Comput. Manag. Sci., 2020

2019
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models.
Comput. Manag. Sci., 2019

2014
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting.
Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014

2012
High Order Finite Element Calculations for the Cahn-Hilliard Equation.
J. Sci. Comput., 2012

2011
Stochastic Cahn-Hilliard Equation with Double Singular Nonlinearities and Two Reflections.
SIAM J. Math. Anal., 2011


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