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Mara Kalicanin Dimitrov

  1. A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model
    2026/05/29 by Mara Kalicanin Dimitrov, Ying Ni · 1 voice
    Economics, Econometrics and Finance · Mathematics · #q-fin.PR #math.PR