Álvaro
Leitao Rodríguez
Investigador Programa Ramón y Cajal
Delft University of Technology
Delft, HolandaPublicacións en colaboración con investigadores/as de Delft University of Technology (3)
2021
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On a Neural Network to Extract Implied Information from American Options
Applied Mathematical Finance, Vol. 28, Núm. 5, pp. 449-475
2017
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A Highly Efficient Numerical Method for the SABR Modeln
NOVEL METHODS IN COMPUTATIONAL FINANCE (SPRINGER-VERLAG BERLIN), pp. 253-263
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Modern Monte Carlo Methods and GPU Computing
NOVEL METHODS IN COMPUTATIONAL FINANCE (SPRINGER-VERLAG BERLIN), pp. 465-476