Author:
Maran Andrea,Pallavicini Andrea,Scoleri Stefano
Cited by
6 articles.
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1. XVA modelling: validation, performance and model risk management;Annals of Operations Research;2023-06-14
2. Statistical Machine Learning for Quantitative Finance;Annual Review of Statistics and Its Application;2023-03-10
3. The deep parametric PDE method and applications to option pricing;Applied Mathematics and Computation;2022-11
4. Model-Agnostic Pricing of Exotic Derivatives Using Signatures;3rd ACM International Conference on AI in Finance;2022-10-26
5. Bibliography;Machine Learning for Risk Calculations;2021-12-16