Xavier Warin
Orcid: 0000-0002-1784-2875
According to our database1,
Xavier Warin
authored at least 27 papers
between 2008 and 2024.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
On csauthors.net:
Bibliography
2024
IEEE Trans. Neural Networks Learn. Syst., August, 2024
Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids.
CoRR, 2024
2023
Neural Networks, November, 2023
EURO J. Comput. Optim., January, 2023
CoRR, 2023
CoRR, 2023
2022
SIAM J. Sci. Comput., 2022
J. Sci. Comput., 2022
J. Appl. Probab., 2022
2021
Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process.
Monte Carlo Methods Appl., 2021
Fast multivariate empirical cumulative distribution function with connection to kernel density estimation.
Comput. Stat. Data Anal., 2021
2020
EURO J. Comput. Optim., 2020
2019
2018
Monte Carlo Methods Appl., 2018
2017
Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities.
SIAM J. Financial Math., 2017
Numerical approximation of BSDEs using local polynomial drivers and branching processes.
Monte Carlo Methods Appl., 2017
2016
Some Non-monotone Schemes for Time Dependent Hamilton-Jacobi-Bellman Equations in Stochastic Control.
J. Sci. Comput., 2016
Finance Stochastics, 2016
2012
FT-GReLoSSS: A Skeletal-Based Approach towards Application Parallelization and Low-Overhead Fault Tolerance.
Proceedings of the 20th Euromicro International Conference on Parallel, 2012
2011
SIAM J. Financial Math., 2011
2009
Math. Methods Oper. Res., 2009
Large scale experiment and optimization of a distributed stochastic control algorithm. Application to energy management problems.
Proceedings of the 23rd IEEE International Symposium on Parallel and Distributed Processing, 2009
2008
Proceedings of the 22nd IEEE International Symposium on Parallel and Distributed Processing, 2008