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Citations per year
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Cited by
All
Since 2019
Citations
35
22
h-index
2
2
i10-index
2
1
0
10
5
2017
2018
2019
2020
2021
2022
2023
2024
1
9
7
3
3
7
1
1
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Isaque Pimentel
École polytechnique
Verified email at polytechnique.edu -
Homepage
Numerical methods
Financial Mathematics
Stochastic Control
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Year
A class of finite-dimensional numerically solvable McKean-Vlasov control problems
A Balata, C Huré, M Laurière, H Pham, I Pimentel
arXiv preprint arXiv:1803.00445
, 2018
19
2018
Option valuation and hedging using asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations
E Gobet, I Pimentel, X Warin
11
2018
A power plant valuation under an asymmetric risk criterion taking into account maintenance costs
C Alasseur, E Gobet, I Pimentel, X Warin
https://hal.archives-ouvertes.fr/hal-02077740/document
, 2018
2
*
2018
A non-intrusive stratified resampler for multi-factor models: application to the pricing of Bermudan and Swing options
E Gobet, I Pimentel, J Zubelli
Working paper
, 2018
2
2018
Asymptotic optimal pricing with asymmetric risk and applications in finance
I Pimentel
Université Paris-Saclay
, 2018
1
2018
Valorisation optimale asymptotique avec risque asymétrique et applications en finance
I Pimentel
Université Paris Saclay
, 2018
2018
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