Lv448
618 积分 2024-10-21 加入
Enhancing the COS method with machine learning
15小时前
已完结
Automatic adjoint differentiation for gradient descent and model calibration
12天前
已完结
Continuous time random walks on networks
16天前
已完结
Exact simulation of the 3/2 stochastic volatility model with stochastic jump intensity
25天前
已完结
The binomial option pricing model: The trouble with dividends
25天前
已完结
Stochastic method of dynamic hedging applied to the high liquid asset markets
25天前
已完结
Fast generation of implied volatility surface: Optimize the traditional numerical analysis and machine learning
25天前
已完结
Weather derivatives for managing weather and climate risk in agriculture
25天前
已完结
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
25天前
已完结
A Hilbert transform approach for controlled jump-diffusions with financial applications
27天前
已完结