Cody Blaine Hyndman

Available identifiers

Publication	Date of Publication	Type
Generative OrnsteinUhlenbeck markets via geometric deep learning	2024-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q4999020	2021-07-09	Paper
The entropic measure transform	2020-04-28	Paper
NEU: A Meta-Algorithm for Universal UAP-Invariant Feature Representation	2018-08-31	Paper
Trading against disorderly liquidation of a large position under asymmetric information and market impact	2018-03-07	Paper
Non-Euclidean Conditional Expectation and Filtering	2017-10-16	Paper
Deep Learning in a Generalized HJM-type Framework Through Arbitrage-Free Regularization	2017-10-13	Paper
A convolution method for numerical solution of backward stochastic differential equations	2017-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q2787483	2016-03-04	Paper
Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models	2015-06-22	Paper
A Fourier interpolation method for numerical solution of FBSDEs: Global convergence, stability, and higher order discretizations	2014-10-30	Paper
Valuation perspectives and decompositions for variable annuities with GMWB riders	2014-09-22	Paper
A forward-backward SDE approach to affine models	2013-01-20	Paper
Parameter estimation in commodity markets: a filtering approach	2009-07-01	Paper
Forward-backward SDEs and the CIR model	2008-02-22	Paper
Gaussian factor models futures and forward prices	2007-12-18	Paper

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