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3 matches found
XX: 37, 572-611, LNM 1204 (1986)
PAGÈS, Gilles
Un théorème de convergence fonctionnelle pour les intégrales stochastiques
Retrieve article from Numdam
XLIII: 11, 269-307, LNM 2006 (2011)
PAGÈS, Gilles; SELLAMI, Afef
Convergence of multi-dimensional quantized SDE's (Integration theory, Theory of processes)
Keywords: Functional quantization, Stochastic differential equations, Stratonovich integrals, Stationary quantizers, Rough paths, Itô map, Hölder semi-norm, $p$-variation
Nature: Original
XLV: 15, 365-400, LNM 2078 (2013)
PAGÈS, Gilles
Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options (Theory of processes)
Keywords: Co-monotony, antithetic simulation method, processes with independent increments, Liouville processes, fractional Brownian motion, Asian options, sensitivity, barrier options
Nature: Original