Adil Reghai
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Person:2007480
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 |
|---|---|---|
| Computation of expected shortfall by fast detection of worst scenarios Quantitative Finance | 2021-12-01 | Paper |
| Automatic control variates for option pricing using neural networks Monte Carlo Methods and Applications | 2021-07-14 | Paper |
| Financial models in production SpringerBriefs in Finance | 2020-10-14 | Paper |
| Mini-symposium on automatic differentiation and its applications in the financial industry ESAIM: Proceedings and Surveys | 2018-03-07 | Paper |
| Pricing and Hedging Discount Bond Options in the Presence of Model Risk * European Finance Review | 2001-03-28 | Paper |
Research outcomes over time
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