Concepedia

Jérôme Lebuchoux

JL

Statistics

Publications

4

Citations

789

H-Index

4

Active since

1997

Affiliations

Université Paris Dauphine-PSL(Current)

Centre de Recherche en Mathématiques de la Décision

Jérôme Lebuchoux is an author at Université Paris Dauphine-PSL specializing in probability theory, finance, and stochastic simulation.

Top concepts

Publications per year

1997–2001

4

Publications

4

Applications of Malliavin calculus to Monte Carlo methods in finance

Éric Fournié, Jean‐Michel Lasry, Jérôme Lebuchoux et al. · Finance and Stochastics · 1999 · 557 citations

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Applications of Malliavin calculus to Monte-Carlo methods in finance. II

Éric Fournié, Jean‐Michel Lasry, Jérôme Lebuchoux et al. · Finance and Stochastics · 2001 · 170 citations

, , +9

Small noise expansion and importance sampling

Éric Fournié, Jérôme Lebuchoux, Nizar Touzi · Asymptotic Analysis · 1997 · 39 citations

Applications of Malliavin Calculus to Monte Carlo Methods in Finance

Éric Fournié, Jean‐Michel Lasry, Jérôme Lebuchoux et al. · SSRN Electronic Journal · 1999 · 23 citations · Full text

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