Backward Hedging for American Options with Transaction Costs

A New Non-Linear Density Fluctuations Stochastic Partial Differential Equation With a Singular Coefficient of Relevance to Polymer Dynamics and Rheology

Convergence of the stochastic Navier-Stokes-α solutions toward the stochastic Navier-Stokes solutions

Computing XVA for American basket derivatives by Machine Learning techniques

Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High Dimension

Numerical methods for piecewise deterministic Markov processes with boundary

Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models

Numerical approximation of SDEs with fractional noise and distributional drift

A Wright-Fisher model with indirect selection

Asymptotic properties of stochastic Cahn–Hilliard equation with singular nonlinearity and degenerate noise

Computing Credit Valuation Adjustment solving coupled PIDEs in the Bates model

Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate

$\alpha$-Navier-Stokes equation perturbed by space-time noise of trace class

Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection

Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models

Numerical methods for piecewise deterministic Markov processes with boundary

Central Limit Theorem for Adaptative Multilevel Splitting Estimators in an Idealized Setting

Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem

Stochastic phase field $\alpha$-Navier-Stokes vesicle-fluid interaction model.

Pricing and hedging GLWB in the Heston and in the Black–Scholes with stochastic interest rate models

Analysis and simulation of rare events for SPDE

Stochastic Cahn-Hilliard equation with double singular nonlinearities and two reflections

High order finite element calculations for the deterministic Cahn-Hilliard equation

Quelques résultats sur l'équation de Cahn-Hilliard stochastique et déterministe

Weak convergence rates of splitting schemes for the stochastic Allen-Cahn equation

Analysis of some splitting schemes for the stochastic Allen-Cahn equation

Analysis and simulation of rare events for SPDEs

A novel calcium signaling pathway targets the c-fos intragenic transcriptional pausing site

A stable, robust and high order accurate numerical method for Eulerian simulation of spray and particle transport on unstructured meshes

Characterization of the hysteresis cycle in a two-stage liquid-fueled swirled burner through numerical simulation

Numerical Study of Flame Shapes and Structures in a Two-Stage Two-Injection Aeronautical Burner With Variable Fuel Staging Using Eulerian Large Eddy Simulations

Flashback-induced flame shape transition in a two-stage LPP aeronautical combustor

Investigating fuel staging influence on the stabilization process of a turbulent swirling flame using two-phase flow large eddy simulation

A high order moment method for the simulation of polydisperse two-phase flows

Numerical simulation of droplet evaporation using interface tracking methods: phase change modelling

Two-Phase Flow Large Eddy Simulations of a Staged Multipoint Swirling Burner: Comparison Between Euler-Euler and Euler-Lagrange Descriptions

Numerical Analysis of Flame Shape Impact on the Performance of Fuel Staging in a Lean-Burn Aeronautical Burner

Numerical study of flame shape stabilisation and transitions on the BIMER combustor

Fully Eulerian simulation of 3D turbulent particle laden flow based on the Anisotropic Gaussian Closure

A comparison of interface tracking methods in a low-Mach formulation

Large eddy simulation of a two-phase staged swirling burner using an euler-lagrange approach: calibration of the spray injection model

Large eddy simulations of a liquid fuel swirl burner: flame characterization for pilot and multipoint injection strategies

Conditional Hyperbolic Quadrature Method of Moments for Kinetic Equations

A new robust modeling strategy for multi-component droplet heat and mass transfer in general ambient conditions

A hierarchy of Eulerian models for trajectory crossing in particle-laden turbulent flows over a wide range of Stokes numbers

Simulation aux grandes échelles d'écoulements diphasiques turbulents à phase liquide dispersée

Comparison of interface capturing methods for the simulation of two-phase flow in a unified low-Mach framework

Accounting for Polydispersion in the Eulerian Large Eddy Simulation of the Two-Phase Flow in an Aeronautical-type Burner

Second-order scheme for quadrature-based velocity high order moment methods for disperse two-phase flows

LES of the Ignition of a Two-Phase Staged Swirling Burner: Influence of Ignition Location and Operating Conditions on the Flame Shape