Edit Profile (opens in new tab) Labart, Céline Co-Author Distance Author ID: labart.celine Published as: Labart, Céline External Links: MGP · ORCID Documents Indexed: 17 Publications since 2007, including 1 Additional arXiv Preprint Co-Authors: 13 Co-Authors with 17 Joint Publications 251 Co-Co-Authors all top 5 Co-Authors 0 single-authored 5 Geiss, Christel 4 Briand, Philippe 3 Gobet, Emmanuel 3 Lelong, Jérôme 2 Dumitrescu, Roxana 2 Luoto, Antti 1 Alfonsi, Aurélien 1 Briand, Phillippe 1 Chaudru De Raynal, Paul-Eric 1 Geiss, Stefan 1 Ghannoum, Abir 1 Guillin, Arnaud 1 Idee, Edwige all top 5 Serials 3 Stochastic Processes and their Applications 2 Advances in Applied Probability 2 The Annals of Applied Probability 2 Bernoulli 1 Journal of Mathematical Analysis and Applications 1 Journal of Computational and Applied Mathematics 1 SIAM Journal on Numerical Analysis 1 Monte Carlo Methods and Applications 1 Electronic Communications in Probability 1 Mathematical Finance 1 International Journal of Theoretical and Applied Finance all top 5 Fields 15 Probability theory and stochastic processes (60-XX) 12 Numerical analysis (65-XX) 2 Ordinary differential equations (34-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Integral transforms, operational calculus (44-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 16 Publications have been cited 231 times in 152 Documents Cited by ▼ Year ▼ Error expansion for the discretization of backward stochastic differential equations. Zbl 1117.60058 Gobet, Emmanuel; Labart, Céline 48 2007 Simulation of BSDEs by Wiener chaos expansion. Zbl 1311.60077 Briand, Philippe; Labart, Céline 40 2014 Solving BSDE with adaptive control variate. Zbl 1208.60055 Gobet, Emmanuel; Labart, Céline 30 2010 Simulation of BSDEs with jumps by Wiener chaos expansion. Zbl 1336.60138 Geiss, Christel; Labart, Céline 23 2016 Sharp estimates for the convergence of the density of the Euler scheme in small time. Zbl 1188.65007 Gobet, Emmanuel; Labart, Céline 21 2008 Pricing double barrier Parisian options using Laplace transforms. Zbl 1190.91143 Labart, Céline; Lelong, Jérôme 12 2009 A parallel algorithm for solving BSDEs. Zbl 1263.65005 Labart, Céline; Lelong, Jérôme 12 2013 Particles systems and numerical schemes for mean reflected stochastic differential equations. Zbl 1472.60093 Briand, Philippe; de Raynal, Paul-Éric Chaudru; Guillin, Arnaud; Labart, Céline 10 2020 Random walk approximation of BSDEs with Hölder continuous terminal condition. Zbl 1433.60033 Geiss, Christel; Labart, Céline; Luoto, Antti 9 2020 Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles. Zbl 1342.60113 Dumitrescu, Roxana; Labart, Céline 7 2016 Mean reflected stochastic differential equations with jumps. Zbl 1473.60088 Briand, Phillippe; Ghannoum, Abir; Labart, Céline 6 2020 Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles. Zbl 1329.60234 Dumitrescu, Roxana; Labart, Céline 4 2016 Donsker-type theorem for BSDEs: rate of convergence. Zbl 1480.60152 Briand, Philippe; Geiss, Christel; Geiss, Stefan; Labart, Céline 4 2021 Mean square rate of convergence for random walk approximation of forward-backward SDEs. Zbl 1473.60089 Geiss, Christel; Labart, Céline; Luoto, Antti 3 2020 Stochastic local intensity loss models with interacting particle systems. Zbl 1348.91276 Alfonsi, Aurélien; Labart, Céline; Lelong, Jérôme 1 2016 Erratum to: “Simulation of BSDEs with jumps by Wiener chaos expansion”. Zbl 1416.60071 Geiss, Christel; Labart, Céline 1 2017 Donsker-type theorem for BSDEs: rate of convergence. Zbl 1480.60152 Briand, Philippe; Geiss, Christel; Geiss, Stefan; Labart, Céline 4 2021 Particles systems and numerical schemes for mean reflected stochastic differential equations. Zbl 1472.60093 Briand, Philippe; de Raynal, Paul-Éric Chaudru; Guillin, Arnaud; Labart, Céline 10 2020 Random walk approximation of BSDEs with Hölder continuous terminal condition. Zbl 1433.60033 Geiss, Christel; Labart, Céline; Luoto, Antti 9 2020 Mean reflected stochastic differential equations with jumps. Zbl 1473.60088 Briand, Phillippe; Ghannoum, Abir; Labart, Céline 6 2020 Mean square rate of convergence for random walk approximation of forward-backward SDEs. Zbl 1473.60089 Geiss, Christel; Labart, Céline; Luoto, Antti 3 2020 Erratum to: “Simulation of BSDEs with jumps by Wiener chaos expansion”. Zbl 1416.60071 Geiss, Christel; Labart, Céline 1 2017 Simulation of BSDEs with jumps by Wiener chaos expansion. Zbl 1336.60138 Geiss, Christel; Labart, Céline 23 2016 Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles. Zbl 1342.60113 Dumitrescu, Roxana; Labart, Céline 7 2016 Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles. Zbl 1329.60234 Dumitrescu, Roxana; Labart, Céline 4 2016 Stochastic local intensity loss models with interacting particle systems. Zbl 1348.91276 Alfonsi, Aurélien; Labart, Céline; Lelong, Jérôme 1 2016 Simulation of BSDEs by Wiener chaos expansion. Zbl 1311.60077 Briand, Philippe; Labart, Céline 40 2014 A parallel algorithm for solving BSDEs. Zbl 1263.65005 Labart, Céline; Lelong, Jérôme 12 2013 Solving BSDE with adaptive control variate. Zbl 1208.60055 Gobet, Emmanuel; Labart, Céline 30 2010 Pricing double barrier Parisian options using Laplace transforms. Zbl 1190.91143 Labart, Céline; Lelong, Jérôme 12 2009 Sharp estimates for the convergence of the density of the Euler scheme in small time. Zbl 1188.65007 Gobet, Emmanuel; Labart, Céline 21 2008 Error expansion for the discretization of backward stochastic differential equations. Zbl 1117.60058 Gobet, Emmanuel; Labart, Céline 48 2007 all cited Publications top 5 cited Publications all top 5 Cited by 222 Authors 15 Zhao, Weidong 11 Jentzen, Arnulf 9 Hutzenthaler, Martin 8 Labart, Céline 7 Kruse, Thomas 7 Sun, Yabing 6 Geiss, Christel 6 Gobet, Emmanuel 6 Yamada, Toshihiro 5 Crisan, Dan O. 5 Dassios, Angelos 5 E, Weinan 4 Chassagneux, Jean-François 4 Kulik, Alexey M. 4 Manolarakis, Konstantinos 4 Oosterlee, Cornelis Willebrordus 4 Turkedjiev, Plamen 4 Yang, Jie 3 Abidi, Hani 3 Beck, Christian 3 Bender, Christian 3 Ganychenko, Iurii 3 Nguyen, Tuan-Anh 3 Pagès, Gilles 3 Richou, Adrien 3 Wang, Falei 3 Wu, Shanle 3 Zhou, Tao 2 Amami, Rim 2 Bao, Feng 2 Briand, Philippe 2 Cao, Yanzhao 2 dos Reis, Gonçalo 2 Falkowski, Adrian 2 Fang, Shuixin 2 Fu, Yu 2 Fujii, Masaaki 2 Han, Jiequn 2 Han, Qiang 2 Hu, Ying 2 Iguchi, Yuga 2 Ji, Shaolin 2 Kapllani, Lorenc 2 Kawai, Reiichiro 2 Kohatsu-Higa, Arturo 2 Li, Yang 2 Luoto, Antti 2 Makhlouf, Azmi 2 Ngo, Hoang-Long 2 Pelsser, Antoon A. J. 2 Pontier, Monique 2 Portier, François 2 Ruijter, Maria J. 2 Schweizer, Nikolaus 2 Segers, Johan 2 Shinozaki, Yuji 2 Słomiński, Leszek 2 Taguchi, Dai 2 Takahashi, Akihiko 2 Teng, Long 2 von Wurstemberger, Philippe 2 Yao, Song 2 Zhou, Quan 1 Alanko, Samu 1 Alfonsi, Aurélien 1 Alpay, Daniel Aron 1 Altmeyer, Randolf 1 Amorino, Chiara 1 Anderluh, J. H. M. 1 Andersson, Adam 1 Andersson, Kristoffer 1 Ankirchner, Stefan 1 Avellaneda, Marco 1 Balter, Anne G. 1 Banek, Tadeusz 1 Barrera, Gerardo 1 Becherer, Dirk 1 Becker, Sebastian 1 Bernal, Francisco 1 Bernard, Carole L. 1 Bernis, Guillaume 1 Bet, Gianmarco 1 Bonetti, Daniel 1 Bouchard, Bruno 1 Bras, Pierre 1 Briand, Phillippe 1 Büttner, Martin 1 Callegaro, Giorgia 1 Cattiaux, Patrick 1 Chang, Shih-Chieh 1 Chau, Ki Wai 1 Chaudru De Raynal, Paul-Eric 1 Chen, Linghua 1 Chen, Wenting 1 Cheridito, Patrick 1 Chesney, Marc 1 Chessari, Jared 1 Coghi, Michele 1 Cui, Fengfeng 1 Cui, Zhenyu ...and 122 more Authors all top 5 Cited in 74 Serials 15 Stochastic Processes and their Applications 7 The Annals of Applied Probability 5 Monte Carlo Methods and Applications 5 Bernoulli 4 SIAM Journal on Scientific Computing 4 Electronic Journal of Probability 4 Finance and Stochastics 4 Stochastics 3 Journal of Applied Probability 3 SIAM Journal on Numerical Analysis 3 Journal of Computational Mathematics 3 Advances in Computational Mathematics 3 Quantitative Finance 3 Discrete and Continuous Dynamical Systems. Series B 3 Modern Stochastics. Theory and Applications 3 Probability, Uncertainty and Quantitative Risk 2 Advances in Applied Probability 2 Journal of Mathematical Analysis and Applications 2 Mathematics of Computation 2 Journal of Computational and Applied Mathematics 2 Statistics & Probability Letters 2 Applied Numerical Mathematics 2 Journal of Scientific Computing 2 Numerical Algorithms 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Asia-Pacific Financial Markets 2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 2 Discrete and Continuous Dynamical Systems. Series S 2 Advances in Applied Mathematics and Mechanics 2 Probability Surveys 2 Science China. Mathematics 2 Mathematical Control and Related Fields 2 Journal of Mathematics in Industry 2 East Asian Journal on Applied Mathematics 2 SIAM/ASA Journal on Uncertainty Quantification 1 Nonlinearity 1 The Annals of Probability 1 Applied Mathematics and Computation 1 Automatica 1 Journal of Econometrics 1 Numerical Functional Analysis and Optimization 1 SIAM Journal on Control and Optimization 1 Transactions of the American Mathematical Society 1 Insurance Mathematics & Economics 1 Stochastic Analysis and Applications 1 Statistics 1 Journal of Theoretical Probability 1 European Journal of Applied Mathematics 1 European Journal of Operational Research 1 SIAM Journal on Mathematical Analysis 1 Journal of Nonlinear Science 1 Computational and Applied Mathematics 1 Bulletin des Sciences Mathématiques 1 Applied Mathematical Finance 1 Arab Journal of Mathematical Sciences 1 Mathematical Finance 1 Journal of Inequalities and Applications 1 International Journal of Theoretical and Applied Finance 1 Methodology and Computing in Applied Probability 1 Foundations of Computational Mathematics 1 Journal of Applied Mathematics 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Journal of Numerical Mathematics 1 North American Actuarial Journal 1 The Annals of Applied Statistics 1 Numerical Mathematics: Theory, Methods and Applications 1 SIAM Journal on Financial Mathematics 1 International Journal of Stochastic Analysis 1 Dynamic Games and Applications 1 Statistics and Computing 1 Communications in Mathematics and Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 SN Partial Differential Equations and Applications all top 5 Cited in 20 Fields 130 Probability theory and stochastic processes (60-XX) 93 Numerical analysis (65-XX) 42 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Partial differential equations (35-XX) 16 Statistics (62-XX) 15 Systems theory; control (93-XX) 8 Ordinary differential equations (34-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 7 Computer science (68-XX) 5 Operations research, mathematical programming (90-XX) 3 Operator theory (47-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 1 Topological groups, Lie groups (22-XX) 1 Functions of a complex variable (30-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year