Publications in collaboration with researchers from Delft University of Technology (5)

2021

  1. On a Neural Network to Extract Implied Information from American Options

    Applied Mathematical Finance, Vol. 28, Núm. 5, pp. 449-475

2019

  1. Community assessment to advance computational prediction of cancer drug combinations in a pharmacogenomic screen

    Nature Communications, Vol. 10, Núm. 1

2018

  1. Uncertainty quantification and Heston model

    Journal of Mathematics in Industry, Vol. 8, Núm. 1

2017

  1. A Highly Efficient Numerical Method for the SABR Modeln

    NOVEL METHODS IN COMPUTATIONAL FINANCE (SPRINGER-VERLAG BERLIN), pp. 253-263

  2. Modern Monte Carlo Methods and GPU Computing

    NOVEL METHODS IN COMPUTATIONAL FINANCE (SPRINGER-VERLAG BERLIN), pp. 465-476