Benjamin Joseph
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 |
|---|---|---|
| Calibration of local volatility models with stochastic interest rates using optimal transport Finance and Stochastics | 2026-03-23 | Paper |
| Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport Quantitative Finance | 2025-02-10 | Paper |
| The Measure Preserving Martingale Sinkhorn Algorithm | 2023-10-20 | Paper |
| Intelligent detection and classification of microcalcification in compressed mammogram image Image Analysis & Stereology | 2017-03-03 | Paper |
Research outcomes over time
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