Research output

  1. A neural network-based framework for financial model calibration

    Research output: Contribution to journalArticleScientificpeer-review

  2. The collocating local volatility framework–a fresh look at efficient pricing with smile

    Research output: Contribution to journalArticleScientificpeer-review

  3. The stochastic collocation Monte Carlo sampler: Highly efficient sampling from ‘expensive’ distributions

    Research output: Contribution to journalArticleScientificpeer-review

View all (25) »

ID: 156730