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   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:133:y:2021:i:c:p:247-277.

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2. Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals. (2020). Laukkarinen, Eija.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:130:y:2020:i:8:p:4766-4792.

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3. Weighted bounded mean oscillation applied to backward stochastic differential equations. (2020). Geiss, Stefan ; Ylinen, Juha.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:130:y:2020:i:6:p:3711-3752.

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4. Discretizing Malliavin calculus. (2018). Parczewski, Peter ; Bender, Christian.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:128:y:2018:i:8:p:2489-2537.

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5. Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering. (2018). Pages, Gilles ; Sagna, Abass.
   In: Stochastic Processes and their Applications.
   RePEc:eee:spapps:v:128:y:2018:i:3:p:847-883.

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6. A Discrete-Time Clark–Ocone Formula and its Application to an Error Analysis. (2017). Akahori, Jiro ; Amaba, Takafumi ; Okuma, Kaori.
   In: Journal of Theoretical Probability.
   RePEc:spr:jotpro:v:30:y:2017:i:3:d:10.1007_s10959-016-0666-8.

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7. Multilevel approximation of backward stochastic differential equations. (2014). Turkedjiev, Plamen ; Becherer, Dirk.
   In: Papers.
   RePEc:arx:papers:1412.3140.

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1. Optimal reinsurance and investment via stochastic projected gradient method based on Malliavin calculus. (2024). Yagishita, Shotaro ; Otsuki, Yuta.
   In: Papers.
   RePEc:arx:papers:2411.05417.

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2. Sandwiched Volterra Volatility model: Markovian approximations and hedging. (2024). di Nunno, Giulia ; Yurchenko-Tytarenko, Anton.
   In: Papers.
   RePEc:arx:papers:2209.13054.

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3. Option pricing in Sandwiched Volterra Volatility model. (2024). Mishura, Yuliya ; di Nunno, Giulia ; Yurchenko-Tytarenko, Anton.
   In: Papers.
   RePEc:arx:papers:2209.10688.

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4. Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities. (2023). Tempone, Raul ; Bayer, Christian ; ben Hammouda, Chiheb.
   In: Papers.
   RePEc:arx:papers:2003.05708.

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5. Adaptive Multilevel Monte Carlo for Probabilities. (2021). Spence, Jonathan ; Teckentrup, Aretha ; Haji-Ali, Abdul-Lateef.
   In: Papers.
   RePEc:arx:papers:2107.09148.

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6. Quantile Diffusions for Risk Analysis. (2021). Brannelly, Holly ; Peters, Gareth W ; Macrina, Andrea.
   In: Papers.
   RePEc:arx:papers:1912.10866.

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7. Weak Error for Nested Multilevel Monte Carlo. (2020). Lemaire, Vincent ; Pages, Gilles ; Giorgi, Daphne.
   In: Methodology and Computing in Applied Probability.
   RePEc:spr:metcap:v:22:y:2020:i:3:d:10.1007_s11009-019-09751-3.

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8. Multilevel Monte-Carlo methods and lower-upper bounds in Initial Margin computations. (2020). de Marco, S ; Bourgey, F ; Gobet, Emmanuel ; Zhou, A.
   In: Working Papers.
   RePEc:hal:wpaper:hal-02430430.

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9. Multilevel Monte-Carlo methods and lower-upper bounds in Initial Margin computations. (2020). Zhou, Alexandre ; de Marco, S ; Bourgey, F ; Gobet, Emmanuel.
   In: Post-Print.
   RePEc:hal:journl:hal-02430430.

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10. Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals. (2020). Laukkarinen, Eija.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:130:y:2020:i:8:p:4766-4792.

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11. Multilevel Monte Carlo methods and lower–upper bounds in initial margin computations. (2020). Alexandre, Zhou ; Emmanuel, Gobet ; Stefano, De Marco ; Florian, Bourgey.
    In: Monte Carlo Methods and Applications.
    RePEc:bpj:mcmeap:v:26:y:2020:i:2:p:131-161:n:4.

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12. Approximation of Euler–Maruyama for one-dimensional stochastic differential equations involving the maximum process. (2020). Kamal, Hiderah.
    In: Monte Carlo Methods and Applications.
    RePEc:bpj:mcmeap:v:26:y:2020:i:1:p:33-47:n:4.

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13. Stochastic Approximation Schemes for Economic Capital and Risk Margin Computations. (2019). Diallo, Babacar ; Stazhynski, Uladzislau ; Crepey, Stephane ; Fort, Gersende ; Gobet, Emmanuel ; Barrera, David.
    In: Post-Print.
    RePEc:hal:journl:hal-01710394.

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14. On pathwise Riemann–Stieltjes integrals. (2019). Yaskov, Pavel.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:150:y:2019:i:c:p:101-107.

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15. Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes. (2019). Chen, Zhe ; Viitasaari, Lauri ; Leskela, Lasse.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:129:y:2019:i:8:p:2723-2757.

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16. On the Euler–Maruyama scheme for SDEs with bounded variation and Hölder continuous coefficients. (2019). Ngo, Hoang-Long ; Taguchi, Dai.
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:161:y:2019:i:c:p:102-112.

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17. Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation. (2019). Giles, Michael ; Debrabant, Kristian ; Roessler, Andreas.
    In: Papers.
    RePEc:arx:papers:1302.4676.

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18. Stochastic Approximation Schemes for Economic Capital and Risk Margin Computations. (2018). Stazhynski, Uladzislau ; Crepey, Stephane ; Fort, Gersende ; Gobet, Emmanuel ; Barrera, David ; Diallo, Babacar.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01710394.

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19. Multilevel rejection sampling for approximate Bayesian computation. (2018). Baker, Ruth E ; Simpson, Matthew J ; Warne, David J.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:124:y:2018:i:c:p:71-86.

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20. Weak approximation of averaged diffusion processes. (2014). Miri, Mohammed ; Gobet, Emmanuel.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:124:y:2014:i:1:p:475-504.

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21. Multilevel approximation of backward stochastic differential equations. (2014). Turkedjiev, Plamen ; Becherer, Dirk.
    In: Papers.
    RePEc:arx:papers:1412.3140.

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22. Strong Convergence for Euler-Maruyama and Milstein Schemes with Asymptotic Method (Forthcoming in International Journal of Theoretical and Applied Finance). (2013). Yamada, Toshihiro ; Tanaka, Hideyuki.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf333.

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23. Strong Convergence for Euler-Maruyama and Milstein Schemes with Asymptotic Method. (2013). Yamada, Toshihiro ; Tanaka, Hideyuki.
    In: Papers.
    RePEc:arx:papers:1210.0670.

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24. Generalized fractional smoothness and Lp-variation of BSDEs with non-Lipschitz terminal condition. (2012). Geiss, Stefan ; Gobet, Emmanuel.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:122:y:2012:i:5:p:2078-2116.

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25. Multilevel Monte Carlo methods for applications in finance. (2012). Giles, Mike ; Szpruch, Lukasz.
    In: Papers.
    RePEc:arx:papers:1212.1377.

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26. A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations. (2011). Dereich, Steffen ; Heidenreich, Felix .
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:121:y:2011:i:7:p:1565-1587.

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27. Stopped diffusion processes: Boundary corrections and overshoot. (2010). Menozzi, Stephane ; Gobet, Emmanuel.
    In: Stochastic Processes and their Applications.
    RePEc:eee:spapps:v:120:y:2010:i:2:p:130-162.

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