Nicolas Bouleau

Numerical Methods for Stochastic Processes.

H. N., Nicolas Bouleau, Dominique Lépingle · Mathematics of Computation · 1995 · 141 citations

Numerical Analysis, Stochastic Simulation, Engineering +3

Residual risks and hedging strategies in Markovian markets

Nicolas Bouleau, Damien Lamberton · Stochastic Processes and their Applications · 1989 · 89 citations

Economics, Computational Finance, Asset Pricing +5

Numerical inversion of the Laplace–Carson transform applied to homogenization of randomly reinforced linear viscoelastic media

Martin Lévesque, Michael D. Gilchrist, Nicolas Bouleau et al. · Computational Mechanics · 2006 · 76 citations · Full text

Rheological Constitutive Equation, Engineering, Multiscale Mechanics +9

On effective computation of expectations in large or infinite dimension

Nicolas Bouleau · Journal of Computational and Applied Mathematics · 1990 · 13 citations

Mathematical Programming, Engineering, Effective Computation +8

Application of the lent particle method to Poisson-driven SDEs

Nicolas Bouleau, Laurent Denis · Probability Theory and Related Fields · 2010 · 12 citations · Full text

Numerical Analysis, Engineering, Physics +7