Zelda Marino

Available identifiers

Publication	Date of Publication	Type
Machine learning techniques in nested stochastic simulations for life insurance	2024-07-25	Paper
Quantile mortality modelling of multiple populations via neural networks	2024-05-24	Paper
Fused Lasso approach in portfolio selection	2021-11-08	Paper
Split Bregman iteration for multi-period mean variance portfolio optimization	2021-04-14	Paper
\(l_1\)-regularization for multi-period portfolio selection	2021-01-07	Paper
A general framework for pricing Asian options under stochastic volatility on parallel architectures	2018-10-30	Paper
A parallel wavelet-based pricing procedure for Asian options	2018-09-19	Paper
Algorithm 944	2017-06-30	Paper
Participating life insurance policies: an accurate and efficient parallel software for COTS clusters	2012-12-07	Paper
On parallel asset-liability management in life insurance: a forward risk-neutral approach	2010-09-02	Paper
On high-performance software development for the numerical simulation of life insurance policies	2008-07-29	Paper

This page was built for person: Zelda Marino