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hal-00983337v1  Journal articles
Kengy BartyJean-Sébastien RoyCyrille Strugarek. A Stochastic Gradient Type Algorithm for Closed Loop Problems
Stochastic Programming E-Print Series (SPEPS), 2005, 2005 (14)
hal-00976406v1  Journal articles
Kengy BartyPierre GirardeauCyrille StrugarekJean-Sébastien Roy. Application of kernel-based stochastic gradient algorithms to option pricing
Monte Carlo Methods and Applications, De Gruyter, 2008, 14, pp.99-127
hal-00978996v1  Journal articles
Kengy BartyPierre CarpentierJean-Philippe ChancelierGuy CohenMichel de Lara et al.  Dual effect free stochastic controls
Annals of Operations Research, Springer Verlag, 2006, 142, pp.41-62. ⟨10.1007/s10479-006-6160-4⟩