Concepedia

Jacques Printems

JP

15

Publications

1.1K

Citations

15

H-Index

1999

Active since

Affiliations

Université Paris-Est Créteil(Current)

Université Paris Cité

Centre National de la Recherche Scientifique

Laboratoire de Probabilités et Modèles Aléatoires

Laboratoire d’Analyse et de Mathématiques Appliquées

Jacques Printems is an author at Université Paris-Est Créteil specializing in engineering, approximation theory, and stochastic analysis.

Top concepts

EngineeringApproximation TheoryNumerical AnalysisStochastic AnalysisStochastic CalculusMathematical ProgrammingStochastic ProcessesStochastic OptimizationUncertainty QuantificationBusiness

Publications per year

1999–2014

15

Publications

15

A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS

V. Bally, Gilles Pagès, Jacques Printems · Mathematical Finance · 2005 · 187 citations

Mathematical Programming, Option Pricing, Computational Finance +14

On the discretization in time of parabolic stochastic partial differential equations

Jacques Printems · ESAIM Mathematical Modelling and Numerical Analysis · 2001 · 140 citations · Full text

Numerical Analysis, Abstract Framework, Engineering +13

Optimal quadratic quantization for numerics: the Gaussian case

Gilles Pagès, Jacques Printems · Monte Carlo Methods and Applications · 2003 · 132 citations

Mathematical Programming, Numerical Analysis, Gaussian Optimal Quantizers +14

Numerical simulation of the stochastic Korteweg–de Vries equation

Arnaud Debussche, Jacques Printems · Physica D Nonlinear Phenomena · 1999 · 131 citations

Numerical Analysis, Engineering, Numerical Simulation +2

Weak order for the discretization of the stochastic heat equation

Arnaud Debussche, Jacques Printems · Mathematics of Computation · 2008 · 116 citations · Full text

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