Skip to Main content
Number of documents



Journal articles10 documents

  • Vincent Lemaire, Thibaut Montes, Gilles Pagès. New Weak Error bounds and expansions for Optimal Quantization. Journal of Computational and Applied Mathematics, Elsevier, In press, 371, pp.112670. ⟨10.1016/⟩. ⟨hal-02361644v3⟩
  • Vincent Lemaire, Gilles Pagès. Multilevel Richardson-Romberg extrapolation. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2017, 20 (3), pp.1029--1067. ⟨10.3150/16-BEJ822⟩. ⟨hal-00920660v3⟩
  • Daphné Giorgi, Vincent Lemaire, Gilles Pagès. Limit theorems for weighted and regular Multilevel estimators. Monte Carlo Methods and Applications, De Gruyter, 2017, 23 (1), pp.43. ⟨10.1515/mcma-2017-0102⟩. ⟨hal-01398292⟩
  • Vincent Lemaire, Michèle Thieullen, Nicolas Thomas. Exact simulation of the jump times of a class of Piecewise Deterministic Markov Processes. Journal of Scientific Computing, Springer Verlag, 2017, ⟨10.1007/s10915-017-0607-4⟩. ⟨hal-01443468⟩
  • Vincent Lemaire, Gilles Pagès, Fabien Panloup. Invariant distribution of duplicated diffusions and application to Richardson-Romberg extrapolation. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2015, 51 (4), pp.1562--1596. ⟨10.1214/13-AIHP591⟩. ⟨hal-00785766v5⟩
  • Noufel Frikha, Vincent Lemaire. Joint Modelling of Gas and Electricity spot prices. Applied Mathematical Finance, Taylor & Francis (Routledge): SSH Titles, 2012, 20 (1), pp.69-93. ⟨10.1080/1350486X.2012.658220⟩. ⟨hal-00421289v3⟩
  • Vincent Lemaire, Stephane Menozzi. On some Non Asymptotic Bounds for the Euler Scheme. Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2010, pp.1645-1681. ⟨hal-00445494⟩
  • Vincent Lemaire, Gilles Pagès. Unconstrained Recursive Importance Sampling. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2010, 20 (3), 1029-1067 ; ⟨10.1214/09-AAP650⟩. ⟨hal-00293466v3⟩
  • Vincent Lemaire. An adaptive scheme for the approximation of dissipative systems. Stochastic Processes and their Applications, Elsevier, 2007, 117 (10), pp.1491-1518. ⟨10.1016/⟩. ⟨hal-00004266⟩
  • Vincent Lemaire. Behavior of the Euler scheme with decreasing step in a degenerate situation. ESAIM: Probability and Statistics, EDP Sciences, 2007, 11, pp.236 - 247. ⟨10.1051/ps:2007018⟩. ⟨hal-00022113⟩

Preprints, Working Papers, ...1 document

  • Jean-Michel Fayolle, Vincent Lemaire, Thibaut Montes, Gilles Pagès. Quantization-based Bermudan option pricing in the FX world. 2020. ⟨hal-02361667v2⟩

Theses1 document

  • Vincent Lemaire. Estimation récursive de la mesure invariante d'un processus de diffusion.. Mathématiques [math]. Université de Marne la Vallée, 2005. Français. ⟨tel-00011281⟩