Mugad Oumgari
From MaRDI portal
Person:5162856
Available identifiers
zbMath Open oumgari.mugadMaRDI QIDQ5162856
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 | 2024-08-26 | Paper |
| Deep Curve-Dependent PDEs for Affine Rough Volatility | 2023-06-01 | Paper |
| Short communication: A quantum algorithm for linear PDEs arising in finance | 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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