Molent, Andrea

1. Machine Learning for Pricing American Options in High-Dimensional\n Markovian and non-Markovian models
   2019/05/22 by Ludovic Goudenège, Goudenège, Ludovic, Andrea Molent +3 · 3 citations
   Computer Science · Economics, Econometrics and Finance · Engineering · #Computational Finance (q-fin.CP) #FOS: Economics and business #Gaussian Processes and Bayesian Inference #Pricing of Securities (q-fin.PR) #Reservoir Engineering and Simulation Methods #Stochastic processes and financial applications
2. Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate
   2019/03/01 by Goudenège, Ludovic, Molent, Andrea, Zanette, Antonino · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Economics and business
3. Moving average options: Machine Learning and Gauss-Hermite quadrature for a double non-Markovian problem
   2021/08/25 by Goudenège, Ludovic, Molent, Andrea, Zanette, Antonino · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Economics and business