Vlad Bally

Publication Activity (10 Years)

Years Active: 1996-2022
Publications (10 Years): 2

Top Topics

Approximation Schemes

Color Image Restoration

Blind Deconvolution

Top Venues

Numerische Mathematik

Publications

Vlad Bally, Yifeng Qin
Total variation distance between a jump-equation and its Gaussian approximation. CoRR (2022)
Aurélien Alfonsi, Vlad Bally
A generic construction for high order approximation schemes of semigroups using random grids. Numerische Mathematik 148 (4) (2021)
Vlad Bally, Stefano De Marco
Some estimates in extended stochastic volatility models of Heston type. Risk Decis. Anal. 2 (4) (2011)
Vlad Bally, Lucia Caramellino, Antonino Zanette
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. Monte Carlo Methods Appl. 11 (2) (2005)
Vlad Bally, Gilles Pagès, Jacques Printems
A stochastic quantization method for nonlinear problems. Monte Carlo Methods Appl. 7 (1-2) (2001)
Vlad Bally, Denis Talay
The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density. Monte Carlo Methods Appl. 2 (2) (1996)