The following pages link to Anastasia Borovykh (Q1622627):
Displaying 8 items.
- Bermudan option valuation under state-dependent models (Q1622628) (← links)
- A neural network-based framework for financial model calibration (Q2022121) (← links)
- Optimally weighted loss functions for solving PDEs with neural networks (Q2068635) (← links)
- Pricing Bermudan options under local Lévy models with default (Q2408753) (← links)
- Efficient Computation of Various Valuation Adjustments Under Local Lévy Models (Q4635249) (← links)
- On a Neural Network to Extract Implied Information from American Options (Q5103918) (← links)
- Stochastic Mirror Descent for Convex Optimization with Consensus Constraints (Q6505374) (← links)
- Stochastic mirror descent for convex optimization with consensus constraints (Q6598411) (← links)
