Sjur Westgaard
From MaRDI portal
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 |
|---|---|---|
| Merged LSTM-MLP for option valuation Quantitative Finance | 2025-12-12 | Paper |
| Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil Annals of Operations Research | 2022-06-30 | Paper |
| Can commodities dominate stock and bond portfolios? Annals of Operations Research | 2020-01-20 | Paper |
| Default probabilities in a corporate bank portfolio: a logistic model approach. European Journal of Operational Research | 2001-01-01 | Paper |
Research outcomes over time
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