Lv51
858 积分 2024-10-21 加入
Mathematical Foundations of Regression Methods for Approximating the Forward Initial Margin
10天前
已关闭
Efficient computations of prices and Greeks for autocallables under Heston model
13天前
已完结
Deep joint learning valuation of Bermudan swaptions
17天前
已完结
Designing stablecoins
25天前
已完结
Adaptive Multilevel Monte Carlo for Probabilities
29天前
已完结
Pricing and hedging for a sticky diffusion
29天前
已完结
Unified Moment-Based Modeling of Integrated Stochastic Processes
29天前
已完结
Joint SPX & VIX calibration with Gaussian polynomial volatility models: Deep pricing with quantization hints
30天前
已完结
Reconciling Rough Volatility with Jumps
30天前
已完结
Assessing volatility persistence in fractional Heston models with self-exciting jumps
1个月前
已完结
皖公网安备34019202002308
