Andrew Song

Available identifiers

zbMath Open song.andrew-hMaRDI QIDQ2520455

List of research outcomes

Publication	Date of Publication	Type
Covariance-free sparse Bayesian learning	2024-09-12	Paper
Convolutional Dictionary Learning With Grid Refinement	2022-09-23	Paper
Fourier space time-stepping algorithm for valuing guaranteed minimum withdrawal benefits in variable annuities under regime-switching and stochastic mortality	2018-06-05	Paper
Pricing and hedging of guaranteed minimum benefits under regime-switching and stochastic mortality	2016-12-13	Paper

Research outcomes over time

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