Vlad Bally

According to our database1, Vlad Bally authored at least 6 papers between 1996 and 2022.

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

Timeline

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Bibliography

2022
Total variation distance between a jump-equation and its Gaussian approximation.
CoRR, 2022

2021
A generic construction for high order approximation schemes of semigroups using random grids.
Numerische Mathematik, 2021

2011
Some estimates in extended stochastic volatility models of Heston type.
Risk Decis. Anal., 2011

2005
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach.
Monte Carlo Methods Appl., 2005

2001
A stochastic quantization method for nonlinear problems.
Monte Carlo Methods Appl., 2001

1996
The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density.
Monte Carlo Methods Appl., 1996


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