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 |
| 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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