Lesniewski, Andrew

1. Bartlett's delta in the SABR model
   2017/04/11 by Hagan, Patrick S., Lesniewski, Andrew · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Economics and business #Pricing of Securities (q-fin.PR) #Risk Management (q-fin.RM)
2. Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
   2024/11/21 by Lesniewski, Andrew, Trigila, Giulio · 1 citation
   #Artificial Intelligence (cs.AI) #Computational Engineering #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Finance #Portfolio Management (q-fin.PM) #and Science (cs.CE)