| A regression-based Monte Carlo method to solve backward stochastic differential equations E Gobet, JP Lemor, X Warin | 574 | 2005 |
| Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations JP Lemor, E Gobet, X Warin Bernoulli 12 (5), 889-916, 2006 | 244 | 2006 |
| Deep backward schemes for high-dimensional nonlinear PDEs C Huré, H Pham, X Warin Mathematics of Computation 89 (324), 1547-1579, 2020 | 231 | 2020 |
| A probabilistic numerical method for fully nonlinear parabolic PDEs A Fahim, N Touzi, X Warin | 223 | 2011 |
| Monte-Carlo valuation of American options: facts and new algorithms to improve existing methods B Bouchard, X Warin Numerical Methods in Finance: Bordeaux, June 2010, 215-255, 2012 | 169 | 2012 |
| Machine learning for semi linear PDEs Q Chan-Wai-Nam, J Mikael, X Warin Journal of scientific computing 79 (3), 1667-1712, 2019 | 151 | 2019 |
| Branching diffusion representation of semilinear PDEs and Monte Carlo approximation P Henry-Labordere, N Oudjane, X Tan, N Touzi, X Warin | 111 | 2019 |
| Neural networks-based backward scheme for fully nonlinear PDEs H Pham, X Warin, M Germain SN Partial Differential Equations and Applications 2 (1), 16, 2021 | 108 | 2021 |
| Some machine learning schemes for high-dimensional nonlinear PDEs C Huré, H Pham, X Warin arXiv preprint arXiv:1902.01599 33 (6), 27, 2019 | 104 | 2019 |
| Neural networks-based algorithms for stochastic control and PDEs in finance M Germain, H Pham, X Warin arXiv preprint arXiv:2101.08068, 2021 | 83 | 2021 |
| Fast and stable multivariate kernel density estimation by fast sum updating N Langrené, X Warin Journal of Computational and Graphical Statistics 28 (3), 596-608, 2019 | 65 | 2019 |
| Numerical resolution of McKean-Vlasov FBSDEs using neural networks M Germain, J Mikael, X Warin Methodology and Computing in Applied Probability 24 (4), 2557-2586, 2022 | 62 | 2022 |
| Approximation error analysis of some deep backward schemes for nonlinear PDEs M Germain, H Pham, X Warin SIAM Journal on Scientific Computing 44 (1), A28-A56, 2022 | 59 | 2022 |
| Numerical approximation of BSDEs using local polynomial drivers and branching processes B Bouchard, X Tan, X Warin, Y Zou Monte Carlo Methods and Applications 23 (4), 241-263, 2017 | 43 | 2017 |
| Valuation of power plants by utility indifference and numerical computation A Porchet, N Touzi, X Warin Mathematical Methods of Operations Research 70, 47-75, 2009 | 42 | 2009 |
| Gas storage hedging X Warin Numerical methods in finance: Bordeaux, June 2010, 421-445, 2012 | 37 | 2012 |
| Nesting Monte Carlo for high-dimensional non-linear PDEs X Warin Monte Carlo Methods and Applications 24 (4), 225-247, 2018 | 35 | 2018 |
| Deep backward multistep schemes for nonlinear PDEs and approximation error analysis M Germain, H Pham, X Warin arXiv preprint arXiv:2006.01496, 2020 | 33 | 2020 |
| Risk management with machine-learning-based algorithms S Fécamp, J Mikael, X Warin arXiv preprint arXiv:1902.05287, 2019 | 32 | 2019 |
| DeepSets and their derivative networks for solving symmetric PDEs M Germain, M Laurière, H Pham, X Warin Journal of Scientific Computing 91 (2), 63, 2022 | 31 | 2022 |
Huyên PHAMProfessor, Ecole PolytechniqueVahvistettu sähköpostiosoite verkkotunnuksessa polytechnique.edu