Quantitative Finance – Page 8 – School of Management

Quantitative Finance

15 years of Adjoint Algorithmic Differentiation (AAD) in finance

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By , 8 months ago

Quantitative Finance

Asymptotics for short maturity Asian options in jump-diffusion models with local volatility

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By , 8 months ago

Quantitative Finance

GPT’s idea of stock factors

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By , 8 months ago

Quantitative Finance

A static replication approach for callable interest rate derivatives: mathematical foundations and efficient estimation of SIMM–MVA

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By , 9 months ago

Quantitative Finance

Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear

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By , 9 months ago

Quantitative Finance

On the impact of feeding cost risk in aquaculture valuation and decision making

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By , 9 months ago

Quantitative Finance

Risk sharing with deep neural networks

Volume 24, Issue 2, February 2024, Page 233-252.

By , 9 monthsFebruary 6, 2024 ago

Quantitative Finance

On the pricing of capped volatility swaps using machine learning techniques

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By , 9 months ago

Quantitative Finance

When is cross impact relevant?

Volume 24, Issue 2, February 2024, Page 265-279.

By , 9 monthsFebruary 6, 2024 ago

Quantitative Finance

Deep impulse control: application to interest rate intervention

Volume 24, Issue 2, February 2024, Page 221-232.

By , 9 monthsFebruary 6, 2024 ago