Statistics
Publications
4
Citations
800
H-Index
4
Active since
1997
Affiliations
Jérôme Lebuchoux is an author at Université Paris Dauphine-PSL specializing in stochastic processes, monte carlo methods, and finance.
Publications per year
1997–2001
4
4
Applications of Malliavin calculus to Monte Carlo methods in finance
Éric Fournié, Jean‐Michel Lasry, Jérôme Lebuchoux et al. · Finance and Stochastics · 1999 · 565 citations
Applications of Malliavin calculus to Monte-Carlo methods in finance. II
Éric Fournié, Jean‐Michel Lasry, Jérôme Lebuchoux et al. · Finance and Stochastics · 2001 · 173 citations
Engineering, Finance, Mathematics +12
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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