Concepedia

Abass Sagna

AS

Statistics

Publications

4

Citations

86

H-Index

4

Active since

2011

Affiliations

Université d'Évry Val-d'Essonne(Current)

Sorbonne Université

Laboratoire de Probabilités et Modèles Aléatoires

Laboratoire de Mathématiques Blaise Pascal

École Nationale Supérieure d’Informatique pour l’Industrie et l’Entreprise

Abass Sagna is an author at Université d'Évry Val-d'Essonne specializing in mathematics, quantization, and numerical methods in finance.

Publications per year

2011–2018

4

Publications

4

Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process

Gilles Pagès, Abass Sagna · Applied Mathematical Finance · 2015 · 28 citations · Full text

Computing, Computer Science, Mathematics +17

Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering

Gilles Pagès, Abass Sagna · Stochastic Processes and their Applications · 2017 · 26 citations · Full text

Natural Sciences, Computer Engineering, Mathematics +12

Product Markovian Quantization of a Diffusion Process with Applications to Finance

Lucio Fiorin, Gilles Pagès, Abass Sagna · Methodology And Computing In Applied Probability · 2018 · 18 citations

Engineering, Economics, Finance +14

Pricing of barrier options by marginal functional quantization

Abass Sagna · Monte Carlo Methods and Applications · 2011 · 14 citations · Full text

Business, Finance, Mathematics +14

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