Browsing All of EconStor by Author Chataigner, Marc
Showing results 1 to 2 of 2
Year of Publication | Title | Author(s) |
---|---|---|
2019 | Credit valuation adjustment compression by genetic optimization | Chataigner, Marc; Crépey, Stéphane |
2020 | Deep local volatility | Chataigner, Marc; Crépey, Stéphane; Dixon, Matthew F. |