Rita Pimentel

MaRDI QIDQ1751924zbMATH OpenFDO

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
Option pricing with deep learning: a long short-term memory approach Decisions in Economics and Finance	2026-08-27	Paper
Neural network-based pricing of high-dimensional Bermudan basket options under stochastic volatility Networks and Heterogeneous Media	2025-12-16	Paper
Merged LSTM-MLP for option valuation Quantitative Finance	2025-12-12	Paper
The solution to a differential-difference equation arising in optimal stopping of a jump-diffusion process	2022-07-26	Paper
Technology adoption in a declining market European Journal of Operational Research	2020-05-26	Paper
Study of the Particular Solution of a Hamilton-Jacobi-Bellman Equation for a Jump-Diffusion Process	2019-01-28	Paper
Study of the Particular Solution of a Hamilton-Jacobi-Bellman Equation for a Jump-Diffusion Process (available as arXiv preprint)	2019-01-01	Paper
Analytical solution for an investment problem under uncertainties with shocks European Journal of Operational Research	2018-05-25	Paper
Excited states of the Wick-Cutkosky model with the Nakanishi representation in the Light-Front framework	2017-04-01	Paper

Research outcomes over time

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