Mugad Oumgari
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Person:5162856
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 |
|---|---|---|
| Interest rate convexity in a Gaussian framework Quantitative Finance | 2024-08-26 | Paper |
| Deep Curve-Dependent PDEs for Affine Rough Volatility SIAM Journal on Financial Mathematics | 2023-06-01 | Paper |
| Short communication: A quantum algorithm for linear PDEs arising in finance SIAM Journal on Financial Mathematics | 2021-11-05 | Paper |
| Stacked Monte Carlo for option pricing | 2019-03-26 | Paper |
| Interest rate convexity in a Gaussian framework | N/A | Paper |
Research outcomes over time
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