Marc Chataigner
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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 |
|---|---|---|
| Short communication: Beyond surrogate modeling: learning the local volatility via shape constraints SIAM Journal on Financial Mathematics | 2021-11-05 | Paper |
| Wealth transfers, indifference pricing, and XVA compression schemes Mathematical Lectures from Peking University | 2020-11-12 | Paper |
Research outcomes over time
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