Ludovic Goudenège

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 8

Top Topics

Convergence Analysis

Numerical Methods

Top Venues

Comput. Manag. Sci.

J. Comput. Appl. Math.

Publications

Ludovic Goudenège, El Mehdi Haress, Alexandre Richard
Numerical approximation of the stochastic heat equation with a distributional reaction term. CoRR (2024)
Ludovic Goudenège, El Mehdi Haress, Alexandre Richard
Numerical approximation of SDEs with fractional noise and distributional drift. CoRR (2023)
Ludovic Goudenège, Andrea Molent, Antonino Zanette
Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem. Eur. J. Oper. Res. 303 (2) (2022)
Jad Doghman, Ludovic Goudenège
Numerical and convergence analysis of the stochastic Lagrangian averaged Navier-Stokes equations. J. Comput. Appl. Math. 414 (2022)
Ludovic Goudenège, Bin Xie
Ergodicity of stochastic Cahn-Hilliard equations with logarithmic potentials driven by degenerate or nondegenerate noises. CoRR (2021)
Jad Doghman, Ludovic Goudenège
Numerical and convergence analysis of the stochastic Lagrangian averaged Navier-Stokes equations. CoRR (2021)
Ludovic Goudenège, Andrea Molent, Antonino Zanette
Computing credit valuation adjustment solving coupled PIDEs in the Bates model. Comput. Manag. Sci. 17 (2) (2020)
Ludovic Goudenège, Andrea Molent, Antonino Zanette
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models. Comput. Manag. Sci. 16 (1-2) (2019)
Charles-Edouard Bréhier, Ludovic Goudenège, Loïc Tudela
Central Limit Theorem for Adaptive Multilevel Splitting Estimators in an Idealized Setting. MCQMC (2014)
Ludovic Goudenège, Daniel Martin, Grégory Vial
High Order Finite Element Calculations for the Cahn-Hilliard Equation. J. Sci. Comput. 52 (2) (2012)
Arnaud Debussche, Ludovic Goudenège
Stochastic Cahn-Hilliard Equation with Double Singular Nonlinearities and Two Reflections. SIAM J. Math. Anal. 43 (3) (2011)