A. Neisy

Available identifiers

Publication	Date of Publication	Type
Inverse problems to estimate market price of risk in catastrophe bonds	2024-11-29	Paper
A dynamical systems approach to machine learning	2024-07-01	Paper
Learning with subsampled kernel-based methods: environmental and financial applications	2024-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q5038729	2022-10-07	Paper
Meshless approach for pricing Islamic Ijarah under stochastic interest rate models	2022-05-17	Paper
ADI method of credit spread option pricing based on jump-diffusion model	2022-03-25	Paper
Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate	2022-03-15	Paper
An RBF approach for oil futures pricing under the jump-diffusion model	2021-03-19	Paper
An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics	2020-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q2951727	2017-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q3466011	2016-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q2939889	2015-01-23	Paper
An inverse finance problem for estimation of the volatility	2013-07-03	Paper
https://portal.mardi4nfdi.de/entity/Q5308224	2007-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4458928	2004-03-25	Paper
https://portal.mardi4nfdi.de/entity/Q4431051	2003-10-13	Paper

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