Sfoglia per Autore
Mostrati risultati da 1 a 11 di 11
Variable Annuities: the new solution to long-term investment problem
2016-01-01 Goudenege, Ludovic; Molent, Andrea; Zanette, Antonino
Pricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models
2016-01-01 Goudenge, Ludovic; Molent, Andrea; Zanette, Antonino
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives
2018-01-01 Goudenège, Ludovic; Molent, Andrea; Wei, Xiao; Zanette, Antonino
Pricing and Hedging GMWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models
2019-01-01 Ludovic, Goudenege; Molent, Andrea; Zanette, Antonino
TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL
2020-01-01 Molent, Andrea
Computing credit valuation adjustment solving coupled PIDEs in the Bates model
2020-01-01 Goudenege, Ludovic; Molent, Andrea; Zanette, Antonino
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
2020-01-01 Goudenège, Ludovic; Molent, Andrea; Zanette, Antonino
Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High Dimension
2021-01-01 Goudenege, Ludovic; Molent, Andrea; Zanette, Antonino
Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate.
2021-01-01 Goudenge, Ludovic; Molent, Andrea; Zanette, Antonino
Investigating long and short memory in cryptocurrency time series by stochastic fractional Brownian models
2022-01-01 Ballestra, Luca Vincenzo; Molent, Andrea; Pacelli, Graziella
Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem
2022-01-01 Goudenège, Ludovic; Molent, Andrea; Zanette, Antonino
Mostrati risultati da 1 a 11 di 11
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