Robust adaptive importance sampling for normal random vectors B Jourdain, J Lelong The Annals of Applied Probability 19 (5), 1687-1718, 2009 | 53 | 2009 |

Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions J Lelong Statistics & Probability Letters 78 (16), 2632-2636, 2008 | 34 | 2008 |

Pricing double barrier Parisian options using Laplace transforms C Labart, J Lelong International Journal of Theoretical and Applied Finance 12 (01), 19-44, 2009 | 33 | 2009 |

A framework for adaptive Monte Carlo procedures B Lapeyre, J Lelong Monte Carlo Methods and Applications 17 (1), 77-98, 2011 | 30 | 2011 |

STochastic OPTimization library in C++ H Gevret, N Langrené, J Lelong, R Lobato, T Ouillon, X Warin, ... EDF Lab, 2018 | 17 | 2018 |

Coupling importance sampling and multilevel Monte Carlo using sample average approximation A Kebaier, J Lelong Methodology and Computing in Applied Probability 20 (2), 611-641, 2018 | 16 | 2018 |

Tuning EASY-backfilling queues J Lelong, V Reis, D Trystram Workshop on Job Scheduling Strategies for Parallel Processing, 43-61, 2017 | 16 | 2017 |

A parallel algorithm for solving BSDEs C Labart, J Lelong Monte Carlo Methods and Applications 19 (1), 11-39, 2013 | 14 | 2013 |

Pricing Parisian options using Laplace transforms C Labart, J Lelong | 14 | 2009 |

Pricing Parisian Options Céline LABART, Jérôme LELONG RI 589 December 200Ú C LABART | 13 | 2005 |

Importance sampling for jump processes and applications to finance L Badouraly Kassim, J Lelong, I Loumrhari Journal of Computational Finance 19 (2), 109-139, 2015 | 10 | 2015 |

A Parallel Algorithm for solving BSDEs-Application to the pricing and hedging of American options C Labart, J Lelong arXiv preprint arXiv:1102.4666, 2011 | 10 | 2011 |

Online tuning of EASY-backfilling using queue reordering policies E Gaussier, J Lelong, V Reis, D Trystram IEEE Transactions on Parallel and Distributed Systems 29 (10), 2304-2316, 2018 | 9 | 2018 |

Etude asymptotique des algorithmes stochastiques et calcul du prix des options Parisiennes J Lelong | 9 | 2007 |

Stein estimation of the intensity of a spatial homogeneous Poisson point process M Clausel, JF Coeurjolly, J Lelong The Annals of Applied Probability 26 (3), 1495-1534, 2016 | 8 | 2016 |

Long time behaviour of a stochastic nanoparticle P Etore, S Labbé, J Lelong Journal of Differential Equations 257 (6), 2115-2135, 2014 | 8 | 2014 |

Asymptotic normality of randomly truncated stochastic algorithms J Lelong ESAIM: Probability and Statistics 17, 105-119, 2013 | 8 | 2013 |

Dual pricing of American options by Wiener chaos expansion J Lelong SIAM Journal on Financial Mathematics 9 (2), 493-519, 2018 | 6 | 2018 |

Stochastic local intensity loss models with interacting particle systems A Alfonsi, C Labart, J Lelong Mathematical Finance 26 (2), 366-394, 2016 | 6 | 2016 |

Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture JP Chancelier, B Lapeyre, J Lelong Concurrency and Computation: Practice and Experience 26 (9), 1654-1665, 2014 | 6 | 2014 |