Alexandre Zhou
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Person:777907
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 |
|---|---|---|
| Multilevel Monte Carlo methods and lower-upper bounds in initial margin computations Monte Carlo Methods and Applications | 2020-07-08 | Paper |
| Existence of a calibrated regime switching local volatility model Mathematical Finance | 2020-05-14 | Paper |
| Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
Research outcomes over time
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