文章名稱引用次數(shù)

• Kriging metamodels and experimental design for Bermudan option pricing10
• epsilon-monotone Fourier methods for optimal stochastic control in finance5
• American and exotic option pricing with jump diffusions and other Levy processes4
• Dilated convolutional neural networks for time series forecasting4
• Hedging of options in the presence of jump clustering3
• Path independence of exotic options and convergence of binomial approximations1
• The standard market risk model of the Swiss solvency test: an analytic solution1
• A new approach to the quantification of model risk for practitioners1
• Vibrato and automatic differentiation for high-order derivatives and sensitivities of financial options1
• Complexity reduction for calibration to American options1