Commodity Asian option pricing and simulation in a 4-factor model with jump clusters. [PDF]
Ann Oper Res, 2023 Brignone R, Gonzato L, Sgarra C.
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Taming the spread of an epidemic by lockdown policies. [PDF]
J Math Econ, 2021 Federico S, Ferrari G.
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Geometric Average Asian Option Pricing with Paying Dividend Yield under Non-Extensive Statistical Mechanics for Time-Varying Model. [PDF]
Entropy (Basel), 2018 Wang J, Zhang Y.
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Efficient Markets and Contingent Claims Valuation: An Information Theoretic Approach. [PDF]
Entropy (Basel), 2020 Lindgren J.
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Modelling based in the stochastic dynamics for the time evolution of the COVID-19
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Stochastic responses and marginal valuation. [PDF]
Proc Natl Acad Sci U S AHansen LP, Souganidis P.
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Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations. [PDF]
SN Partial Differ Equ ApplBeck C, Gonon L, Jentzen A.
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Solving high-dimensional partial differential equations using deep learning. [PDF]
Proc Natl Acad Sci U S A, 2018 Han J, Jentzen A, E W.
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Spherically Restricted Random Hyperbolic Diffusion. [PDF]
Entropy (Basel), 2020 Broadbridge P +4 more
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Convective stability of the critical waves of an FKPP-type model for self-organized growth. [PDF]
J Math BiolKreten F.
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