Christian Yeo
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Person:6581629
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 |
|---|---|---|
| An analysis of linear regression and neural networks approximation for the pricing of swing options Methodology and Computing in Applied Probability | 2026-03-02 | Paper |
| Convex ordering for stochastic control: the (path dependent) swing contracts case SIAM Journal on Financial Mathematics | 2025-11-25 | Paper |
| Swing contract pricing: with and without neural networks Frontiers of Mathematical Finance | 2024-07-31 | Paper |
Research outcomes over time
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