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Weighted Multilevel Langevin Simulation of Invariant Measures

 Gilles Pagès , Fabien Panloup
The Annals of Applied Probability, 2018, 28 (6), pp.3358-3417. ⟨10.1214/17-AAP1364⟩
Article dans une revue hal-01340798v1
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Supplement to ``Weighted Multilevel Langevin Simulation of Invariant Measures

 Gilles Pagès , Fabien Panloup
2018
Pré-publication, Document de travail hal-01790073v1
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Optimal quantizers for Radon random vectors in a Banach space

 Siegried Graf , Harald Luschgy , Gilles Pagès
Journal of Approximation Theory, 2007, 144 (1), 27-53 ; http://dx.doi.org/10.1016/j.jat.2006.04.006. ⟨10.1016/j.jat.2006.04.006⟩
Article dans une revue hal-00004668v1

Théorie de l'intégration. Cours et exercices. Licence et master de mathématiques. 3è édition

 Gilles Pagès , Marc Briane
Vuibert, pp.332, 2004
Ouvrages hal-00104953v1
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Approximation of the distribution of a stationary Markov process with application to option pricing

 Gilles Pagès , Fabien Panloup
Bernoulli, 2009, 15 (1), pp.146-177
Article dans une revue hal-00139496v4
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Neuropilin 1 and Neuropilin 2 gene invalidation or pharmacological inhibition reveals their relevance for the treatment of metastatic renal cell carcinoma

 Aurore Dumond , Etienne Brachet , Jérôme Durivault , Valérie Vial , Anna Puszko , et al.
Journal of experimental & clinical cancer research, 2021, 40, pp.33. ⟨10.1186/s13046-021-01832-x⟩
Article dans une revue hal-03132345v1
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Functional quantization for pricing derivatives

 Gilles Pagès , Jacques Printems
2004
Pré-publication, Document de travail hal-00003092v1
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Randomized Urn Models revisited using Stochastic Approximation

 Sophie Laruelle , Gilles Pagès
The Annals of Applied Probability, 2013, 23 (4), pp.1409-1436
Article dans une revue hal-00555752v6
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Les neuropilines

 Aurore Dumond , Luc Demange , Gilles Pagès
Médecine/Sciences, 2020, 36 (5), pp.487-496. ⟨10.1051/medsci/2020080⟩
Article dans une revue hal-02903967v1

Discretization and simulation of the Zakai equation

 Emmanuel Gobet , Gilles Pagès , Huyên Pham , Jacques Printems
SIAM Journal on Numerical Analysis, 2006, 44 (6), pp.2505-2538. ⟨10.1137/050623140⟩
Article dans une revue hal-00394974v1

Mathematics and finance

 Emmanuel Gobet , Gilles Pagès , Marc Yor
Financial Mathematics, Feb 2005, Paris, France. pp.63-76, ⟨10.1007/978-3-540-75265-3_7⟩
Communication dans un congrès istex hal-00388877v1
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A quantization tree method for pricing and hedging multi-dimensional American options

 Vlad Bally , Gilles Pagès , Jacques Printems
[Research Report] RR-4465, INRIA. 2002
Rapport inria-00072123v1
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Functional quantization for pricing derivatives

 Gilles Pagès , Jacques Printems
[Research Report] RR-5392, INRIA. 2004, pp.53
Rapport inria-00070611v1
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Probability measure characterization by L^p-quantization error function

 Yating Liu , Gilles Pagès
Bernoulli, In press, 26 (2), ⟨10.3150/19-BEJ1146⟩
Article dans une revue hal-02406592v1
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Theoretical Aspects of the SOM Algorithm

 Marie Cottrell , Jean-Claude Fort , Gilles Pagès
Neurocomputing, 1998, 21, pp.119-138
Article dans une revue hal-00141470v1

ERK1 is dispensable for mouse pancreatic beta cell function but is necessary for glucose-induced full activation of MSK1 and CREB

 Michèle Leduc , Joy Richard , Safia Costes , Dany Muller , Annie Varrault , et al.
Diabetologia, 2017, 60 (10), pp.1999-2010. ⟨10.1007/s00125-017-4356-6⟩
Article dans une revue hal-02073008v1
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Constructive quadratic functional quantization and critical dimension

 Harald Luschgy , Gilles Pagès
Electronic Journal of Probability, 2014, 19, pp.50. ⟨10.1214/EJP.v19-3010⟩
Article dans une revue hal-01316652v1
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Convex order for path-dependent derivatives: a dynamic programming approach

 Gilles Pagès
Séminaire de Probabilités XLVIII, 48, Springer, pp.33-96, 2016, Lecture Notes in Mathematics book series (SEMPROBAB,volume 2168), 978-3-319-44465-9. ⟨10.1007/978-3-319-44465-9_3⟩
Chapitre d'ouvrage hal-00767885v2
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Dual Quantization for random walks with application to credit derivatives

 Gilles Pagès , Benedikt Wilbertz
The Journal of Computational Finance, 2012, 16 (2), pp.33-60 ;
Article dans une revue hal-00428523v1
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The local quantization behaviour of absolutely continuous probabilities

 Siegried Graf , Harald Luschgy , Gilles Pagès
Annals of Probability, 2012, 40 (4), 1795-1828 ; http://dx.doi.org/10.1214/11-AOP663. ⟨10.1214/11-AOP663⟩
Article dans une revue hal-00521185v1
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When are Swing options bang-bang and how to use it

 Olivier Aj Bardou , Sandrine Bouthemy , Gilles Pagès
International Journal of Theoretical and Applied Finance, 2010, 13 (6), 867-899 ; http://dx.doi.org/10.1142/S0219024910006030. ⟨10.1142/S0219024910006030⟩
Article dans une revue hal-00144517v1

Limit theorems for weighted and regular Multilevel estimators

 Daphné Giorgi , Vincent Lemaire , Gilles Pagès
Monte Carlo Methods and Applications, 2017, 23 (1), pp.43. ⟨10.1515/mcma-2017-0102⟩
Article dans une revue hal-01398292v1

MAP kinase phosphatase-1: a link between cell signaling and histone phosphorylation. Focus on "Histone H3 as a novel substrate for MAP kinase phosphatase-1".

 Gilles Pagès
American Journal of Physiology - Cell Physiology, 2009, 296 (2), pp.C233-4. ⟨10.1152/ajpcell.00637.2008⟩
Article dans une revue hal-00358806v1
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Cancer-associated fibroblasts in renal cell carcinoma: implication in prognosis and resistance to anti-angiogenic therapy

 Damien Ambrosetti , Michael Coutts , Charlotte Paoli , Matthieu Durand , Delphine Borchiellini , et al.
BJU International, 2022, 129 (1), pp.80-92. ⟨10.1111/bju.15506⟩
Article dans une revue hal-03476907v1
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GPGPUs in computational finance: Massive parallel computing for American style options

 Gilles Pagès , Benedikt Wilbertz
2011
Pré-publication, Document de travail hal-00556544v1

A two armed bandit type problem revisited

 Gilles Pagès
ESAIM: Probability and Statistics, 2005, 9, pp.277-282
Article dans une revue hal-00017922v1
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Recursive computation of the invariant distribution of Markov and Feller processes

 Gilles Pagès , Clément Rey
2017
Pré-publication, Document de travail hal-01447257v1
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Functional quantization-based stratified sampling methods

 Sylvain Corlay , Gilles Pagès
2010
Pré-publication, Document de travail hal-00464088v3
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Vibrato and Automatic Differentiation for High Order Derivatives and Sensitivities of Financial Options

 Gilles Pagès , Olivier Pironneau , Guillaume Sall
The Journal of Computational Finance, 2017
Article dans une revue hal-01234637v2
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VIBRATO AND AUTOMATIC DIFFERENTIATION FOR HIGH ORDER DERIVATIVES AND SENSITIVITIES OF FINANCIAL OPTIONS

 Gilles Pagès , Olivier Pironneau , Guillaume Sall
2016
Pré-publication, Document de travail hal-01334227v1
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