Adil Reghai
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Computation of expected shortfall by fast detection of worst scenarios Quantitative Finance | 2021-12-01 | Paper |
| Automatic control variates for option pricing using neural networks Monte Carlo Methods and Applications | 2021-07-14 | Paper |
| Financial models in production SpringerBriefs in Finance | 2020-10-14 | Paper |
| Mini-symposium on automatic differentiation and its applications in the financial industry ESAIM: Proceedings and Surveys | 2018-03-07 | Paper |
| Pricing and Hedging Discount Bond Options in the Presence of Model Risk * European Finance Review | 2001-03-28 | Paper |
Research outcomes over time
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