Benjamin Jourdain

Publication Activity (10 Years)

Years Active: 2001-2022
Publications (10 Years): 6

Top Venues

J. Approx. Theory

CoRR

SIAM J. Numer. Anal.

Monte Carlo Methods Appl.

École des ponts ParisTech, Champs-sur-Marne, France (PHD)

Education History

École des ponts ParisTech, Champs-sur-Marne, France

PHD

Publications

Oumaima Bencheikh, Benjamin Jourdain
Convergence in Total Variation of the Euler-Maruyama Scheme Applied to Diffusion Processes with Measurable Drift Coefficient and Additive Noise. SIAM J. Numer. Anal. 60 (4) (2022)
O. Bencheikh, Benjamin Jourdain
Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures. J. Approx. Theory 274 (2022)
Benjamin Jourdain, Gilles Pagès
Optimal dual quantizers of 1Dlog-concave distributions: Uniqueness and Lloyd like algorithm. J. Approx. Theory 267 (2021)
Benjamin Jourdain, Gilles Pagès
Optimal dual quantizers of $1D$ $\log$-concave distributions: uniqueness and Lloyd like algorithm. CoRR (2020)
Gersende Fort, Benjamin Jourdain, Tony Lelièvre, Gabriel Stoltz
Self-healing umbrella sampling: convergence and efficiency. Stat. Comput. 27 (1) (2017)
Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clement
Ninomiya-Victoir scheme: Strong convergence, antithetic version and application to multilevel estimators. Monte Carlo Methods Appl. 22 (3) (2016)
Gersende Fort, Benjamin Jourdain, Estelle Kuhn, Tony Lelièvre, Gabriel Stoltz
Convergence of the Wang-Landau algorithm. Math. Comput. 84 (295) (2015)
Benjamin Jourdain, Michel H. Vellekoop
Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends. SIAM J. Financial Math. 2 (1) (2011)
Pierre Etoré, Gersende Fort, Benjamin Jourdain, Eric Moulines
On adaptive stratification. Ann. Oper. Res. 189 (1) (2011)
Benjamin Jourdain, Mohamed Karim Sbai
Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options. Monte Carlo Methods Appl. 16 (2) (2010)
Benjamin Jourdain, Mohamed Karim Sbai
Exact retrospective Monte Carlo computation of arithmetic average Asian options. Monte Carlo Methods Appl. 13 (2) (2007)
Benjamin Jourdain
Stochastic flow approach to Dupire's formula. Finance Stochastics 11 (4) (2007)
Mireille Bossy, Benjamin Jourdain
A Stochastic Particle Method for the Solution of a 1D Viscous Scalar Conservation Law in a Bounded Interval. Monte Carlo Methods Appl. 7 (1-2) (2001)

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Publication Activity (10 Years)

Top Topics

Top Venues

Benjamin Jourdain