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hal-00211918v1
Article dans une revue
G. Pagès, S. Graf, H. Luschgy. Optimal quantizers for Radon random vectors in a Banach space Journal of Approximation Theory, Elsevier, 2007, 144 (1), pp.27-53 |
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hal-01261319v1
Article dans une revue
H. Luschgy, G. Pagès. Greedy vector quantization Journal of Approximation Theory, Elsevier, 2015, 198, pp.111-131 |
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hal-00104939v1
Chapitre d'ouvrage
G. Pagès, H. Pham, J. Printems. Optimal quantization methods and applications to numerical problems in finance S.T. Rachev. Handbook of computational and numerical methods in finance, Birkhäuser, pp.253-297, 2004 |
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hal-00104809v1
Article dans une revue
G. Pagès, H. Luschgy, S. Graf. Functional quantization and small ball probabilities for Gaussian processes Journal of Theoretical Probability, Sprnger, 2003, 16 n.4, pp.1047-1062 |
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hal-00497652v1
Chapitre d'ouvrage
G. Pagès. Quantization methods R. Cont. Encyclopedia of Quantitative Finance, Wiley, Volume 3, pp. 1451-1455, 2010 |
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hal-00497551v1
Article dans une revue
V. Lemaire, G. Pagès. Unconstrained recursive importance sampling The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2010, 20 (3), pp.1029-1067 |
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hal-00102261v1
Article dans une revue
S. Delattre, G. Pagès, J.C. Fort. Local distortion and µ-mass of the cells of one dimensional asymptotically optimal quantizers Communications in Statistics, 2004, 33 n.5, pp.1087-1118 |
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hal-00102253v1
Article dans une revue
G. Pagès, D. Lamberton, P. Tarrès. When can the two-armed bandit algorithm be trusted ? The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2004, 14 n.3, pp.1424-1454 |
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hal-00085419v1
Article dans une revue
G. Pagès, J. Printems. Functional quantization for numerics with an application to option pricing Monte Carlo Methods & Applications, 2005, 11 n.4, pp.407-446 |
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hal-00783039v1
Article dans une revue
G. Pagès, B. Wilbertz. Dual Quantization for random walks with application to credit derivatives Journal of Computational Finance, Incisive media Ltd, 2012, 16 (2), pp.33-60 |
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hal-00085424v1
Article dans une revue
G. Pagès, S. Delattre, S. Graf, H. Luschgy. Quantization of probability distributions under norm-based distortion measures II : Self-Similar distributions Journal of Mathematical Analysis and applications, Elsevier, 2006, 318 n.2, pp.507-516 |
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hal-00937032v1
Communication dans un congrès
S. Laruelle, G. Pagès. Urn Model-Based Adaptive Multi-Arm Clinical trials : A Stochastic Approximation Approach F. Abergel & al. Econophys-Kolkata VII Workshop, 2012, Calcutta, India. Springer, pp.45-59, 2014, New Economic Windows |
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hal-01174031v1
Ouvrage (y compris édition critique et traduction)
L. Carassus, G. Pagès. Finance de marché Vuibert, 400 p., 2015, 978-2-311-40136-3 |
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hal-00610165v1
Chapitre d'ouvrage
G. Pagès, A. Sellami. Convergence of multi-dimensional quantized SDE's C. Donati-Martin, A. Lejay, A. Rouault. Séminaire de probabilités XLIII, Springer, pp.269-308, 2011, Lecture Notes in Mathematics n. 2006 |
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hal-01109908v1
Communication dans un congrès
M. Hoffmann, M. Labadie, C.-A. Lehalle, G. Pagès, H. Pham et al. Optimization and statistical methods for high frequency finance J.-S. Dhersin. Congrès SMAI 2013, 2013, Seignosse le Penon, France. 45, pp.219-229, 2014, ESAIM: Proceedings and Surveys |
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hal-00707851v1
Article dans une revue
S. Laruelle, G. Pagès, C.-A. Lehalle. Optimal split of orders across liquidity pools: a stochastic algorithm approach SIAM Journal on Financial Mathematics, SIAM, 2011, 2, pp.1042-1076 |
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hal-00438614v1
Ouvrage (y compris édition critique et traduction)
G. Pagès. 101 Quizz qui banquent. Mathématiques et finance sont-elles indépendantes ? Vuibert, xii-210 p., 2009 |
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hal-00355227v1
Article dans une revue
G. Pagès, H. Luschgy. Moment estimates for Lévy Processes Electronic Communication in Probability, 2008, 13 (41), pp.422-434 |
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hal-00707854v1
Article dans une revue
S. Laruelle, G. Pagès. Stochastic approximation using averaging innovations Monte Carlo Method and Applications, 2012, 18 (1), pp.1-51 |
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hal-00707848v1
Article dans une revue
G. Pagès. Hasard et duplicité Psychotropes, 2007, 13 (3-4), pp.77-96 |
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hal-00916457v1
Chapitre d'ouvrage
G. Pagès. Functional co-monotony of processes with applications to peacocks and barrier options C. Donati-Martin, A. Lejay, A. Rouault. Séminaire de Probabilités XLV, Springer, pp.365-400, 2013, Lecture Notes in Mathematics 2078 |
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hal-00839249v1
Article dans une revue
S. Laruelle, G. Pagès. Randomized urn models revisited using Stochastic Approximation Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2013, 23 (4), pp.1409-1436 |
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hal-00936692v1
Article dans une revue
G. Pagès, F. Panloup. A mixed-step algorithm for the approximation of the stationary regime of a diffusion Stochastic Processes and their Applications, Elsevier, 2013, 124 (1), pp.522-565 |
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hal-00018855v1
Article dans une revue
G. Pagès, H. Luschgy. Functional quantization of a class of Brownian diffusions : A constructive approach Stochastic Processes and their Applications, Elsevier, 2006, 116 n.2, pp.310-336 |
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hal-00103987v1
Article dans une revue
G. Pagès, V. Bally. Error analysis of the optimal quantization algorithm for obstacle problems Stochastic Processes and their Applications, Elsevier, 2003, 106 n.1, pp.1-40 |
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hal-00104799v1
Article dans une revue
G. Pagès, D. Lamberton. Recursive computation of the invariant distribution of a diffusion : the case of a weakly mean reverting drift Stochastics and Dynamics, World Scientific Publishing, 2003, 3 n.4, pp.435-451 |
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hal-00103449v1
Article dans une revue
G. Pagès, H. Pham, J. Printems. An optimal Markovian quantization algorithm for multidimensional stochastic control problems Stochastics and Dynamics, World Scientific Publishing, 2004, 4 n.4, pp.501-545 |
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hal-00293610v1
Article dans une revue
G. Pagès, D. Lamberton. How fast is the bandit ? Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2008, 26 (3), pp.603-623 |
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hal-00707856v1
Article dans une revue
G. Pagès, F. Panloup. Ergodic approximation of the distribution of a stationary diffusion : rate of convergence Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2012, 22 (3), pp.1059-1100 |
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hal-00278994v1
Article dans une revue
G. Pagès, H. Luschgy. Functional quantization rate and mean regularity of processes with an application to Lévy processes The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2008, 18 (2), pp.427-469 |
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