Original research Policy gradient methods for optimal trade execution in limit order books 15 Dec 2025
Original research An efficient numerical method for pricing American options and their Greeks under the two-asset Kou jump-diffusion model 05 Nov 2025
Original research Robust financial calibration: a Bayesian approach for neural stochastic differential equations 04 Nov 2025
Original research Finite-difference solution ansatz approach in least-squares Monte Carlo 16 Oct 2025
Original research Machine learning and a Hamilton–Jacobi–Bellman equation for optimal decumulation: a comparison study 10 Jul 2025