Alexandre Zhou

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Person:777907

Available identifiers

zbMath Open zhou.alexandreMaRDI QIDQ777907

List of research outcomes





PublicationDate of PublicationType
Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations2020-07-08Paper
Existence of a calibrated regime switching local volatility model2020-05-14Paper
Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements2019-07-11Paper

Research outcomes over time

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