Efficient calibration, valuation and pricing
This thesis develops and extends advanced mathematical models for financial applications, with a focus on interest rate, affine term structure and credit risk models. Its aim is to contribute to both theoretical analysis and practical implementation of robust methods for parameter estimation, portfolio valuation and derivatives pricing.The thesis first
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Thin-Layer Sample-Ion-Selective Nanomembrane Architecture for Coulometric Cation Sensing. [PDF]
Anal ChemMartínez-Lorca N +3 more
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An integrated analytical method for the separation, identification and quantification of carotenoids in Rhodobacter capsulatus. [PDF]
MethodsXLlama J +5 more
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Traffic monitoring research based on roadside LiDAR-camera target-free wide-area collaborative calibration. [PDF]
PLoS OneShi S.
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Faster Hamiltonian Monte Carlo by learning leapfrog scale: an offline randomized solution. [PDF]
Stat ComputWu C, Pudlo P, Robert CP, Stoehr J.
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Representation-aware conformal prediction for reliable uncertainty quantification in drug-target affinity. [PDF]
BioinformaticsLi X +5 more
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Energy expenditure of bonobos across their locomotor repertoire. [PDF]
Biol LettDruelle F, Guéry JP, Narat V.
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Clinical in-vivo dosimetry for total skin electron therapy using gafchromic™ EBT4 film. [PDF]
J Appl Clin Med PhysZhang Z +5 more
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Determination of Selected Pesticide Residues in Wheat Flour by GC-MS. [PDF]
MoleculesAresta AM, De Vietro N, Zambonin C.
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Integrating conformal prediction with machine learning for uncertainty-aware risk stratification in coronary artery disease. [PDF]
Front Cardiovasc MedLin S +12 more
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