Kriging metamodels and experimental design for Bermudan option pricing

von Ludkovski, Mike
Veröffentlicht in The journal of computational finance (2018)

Accounting for risk aversion in derivatives purchase timing

von Leung, Tim
Veröffentlicht in Mathematics and financial economics (2012)

Order flows and limit order book resiliency on the Meso-scale

von Bechler, Kyle
Veröffentlicht in Market microstructure and liquidity (2017)

Gaussian process models for mortality rates and improvement factors

von Ludkovski, Mike
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2018)