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
Original research Total value adjustment in a multicurrency framework with stochastic exchange rates and mean-reversion spreads 10 Jul 2025