Alexandre Zhou
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 |
|---|---|---|
| On the weak error for local stochastic volatility models SIAM Journal on Financial Mathematics | 2026-09-01 | Paper |
| Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations Monte Carlo Methods and Applications | 2020-07-08 | Paper |
| Existence of a calibrated regime switching local volatility model Mathematical Finance | 2020-05-14 | Paper |
| Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
Research outcomes over time
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