• 
  Laurence Carassus, Emmanuel Gobet, Emmanuel Temam. A class of financial products and models where super-replication prices are explicit. 6th Ritsumeikan International Symposium on Stochastic Processes and Applications to Mathematical Finance, Mar 2006, Kusatsu, Japan. pp.67-84, ⟨10.1142/9789812770448_0004⟩. ⟨hal-00171582⟩
• 
  Pierre Etoré, Sana Louhichi, Ester Mariucci. Asymptotic equivalence of jumps Lévy processes and their discrete counterpart. 2013. ⟨hal-00827173v2⟩
• 
  Jérôme Lelong, Antonino Zanette. Tree methods. Rama Cont. Encyclopedia of Quantitative Finance, John Wiley & Sons, Ltd., 7 p., 2010, ⟨10.1002/9780470061602.eqf12017⟩. ⟨hal-00776713⟩
• 
  Céline Labart, Jérôme Lelong. A Parallel Algorithm for solving BSDEs. Monte Carlo Methods and Applications, 2013, 19 (1), pp.11-39. ⟨10.1515/mcma-2013-0001⟩. ⟨hal-00680652v2⟩
• 
  Pierre Etoré, Miguel Martinez. Exact Simulation of One-dimensional Stochastic Differential Equations involving the local time at zero of the unknown process. Monte Carlo Methods and Applications, 2013, 19 (1), pp.41-71. ⟨10.1515/mcma-2013-0002⟩. ⟨hal-00565286v3⟩
• 
  Pierre Etoré, Miguel Martinez. On the existence of a time inhomogeneous skew Brownian motion and some related laws. Electronic Journal of Probability, 2012, 17, pp.19:1-27. ⟨10.1214/EJP.v17-1858⟩. ⟨hal-00608221v2⟩
• 
  Jérôme Lelong. Asymptotic normality of randomly truncated stochastic algorithms. ESAIM: Probability and Statistics, 2013, 17, pp.105-119. ⟨10.1051/ps/2011110⟩. ⟨hal-00464380v2⟩
• 
  Céline Labart, Jérôme Lelong. A Parallel Algorithm for solving BSDEs - Application to the pricing and hedging of American options. [Research Report] LAMA-LJK. 2011. ⟨hal-00567729⟩
• 
  Jérôme Lelong. Un cadre pour les méthodes de Monte Carlo adaptatives. Journées MAS et Journée en l'honneur de Jacques Neveu, Aug 2010, Talence, France. ⟨inria-00510322⟩
• 
  Pierre Etoré, Emmanuel Gobet. Stochastic expansion for the pricing of call options with discrete dividends. Applied Mathematical Finance, 2012, 19 (3), pp.233-264. ⟨10.1080/1350486X.2011.620397⟩. ⟨hal-00507787⟩
• 
  Bernard Lapeyre, Jérôme Lelong. A framework for adaptive Monte-Carlo procedures. Monte Carlo Methods and Applications, 2011, 17 (1), pp.77-98. ⟨10.1515/MCMA.2011.002⟩. ⟨hal-00448864v2⟩
• 
  Stefan Geiss, Emmanuel Gobet. Fractional smoothness and applications in Finance. Giulia Di Nunno and Bernt Øksendal. Advanced Mathematical Methods for Finance, Springer, pp.313-331, 2011, 978-3-642-18411-6. ⟨10.1007/978-3-642-18412-3_12⟩. ⟨hal-00474803⟩
• 
  Aurélien Alfonsi, Jérôme Lelong. A closed-form extension to the Black-Cox model. International Journal of Theoretical and Applied Finance, 2012, 15 (8), pp.1250053:1-30. ⟨10.1142/S0219024912500537⟩. ⟨hal-00414280v2⟩
• 
  Azmi Makhlouf. Fractional regularity and stochastic analysis of discretizations; Adaptive simulation algorithm in credit risk. Mathematics [math]. Institut National Polytechnique de Grenoble - INPG, 2009. English. ⟨NNT : ⟩. ⟨tel-00460269⟩
• 
  Mohammed Miri. Stochastic expansions and closed pricing formulas of European options. Mathematics [math]. Institut National Polytechnique de Grenoble - INPG, 2009. English. ⟨NNT : ⟩. ⟨tel-00452857⟩
• 
  Eric Benhamou, Emmanuel Gobet, Mohammed Miri. Analytical formulas for local volatility model with stochastic rates. Quantitative Finance, 2012, 12 (2), pp.185-198. ⟨10.1080/14697688.2010.523011⟩. ⟨hal-00425392⟩
• 
  Pierre Etoré, Gersende Fort, Benjamin Jourdain, Éric Moulines. On adaptive stratification. Annals of Operations Research, 2011, 189 (1), pp.127-154. ⟨10.1007/s10479-009-0638-9⟩. ⟨hal-00319157v3⟩
• 
  Emmanuel Gobet, Azmi Makhlouf. The tracking error rate of the Delta-Gamma hedging strategy. Mathematical Finance, 2012, 22 (2), pp.277-309. ⟨10.1111/j.1467-9965.2010.00466.x⟩. ⟨hal-00401182⟩
• 
  Emmanuel Gobet, Stéphane Menozzi. Stopped diffusion processes: boundary corrections and overshoot. Stochastic Processes and their Applications, 2010, 120 (2), pp.130-162. ⟨10.1016/j.spa.2009.09.014⟩. ⟨hal-00157975v3⟩
• 
  Emmanuel Gobet, Céline Labart. Solving BSDE with adaptive control variate. SIAM Journal on Numerical Analysis, 2010, 48 (1), pp.257-277. ⟨10.1137/090755060⟩. ⟨hal-00373350⟩

34

9