Economy – Quantitative Finance – Risk Management
Scientist
Economy
Quantitative Finance
Risk Management
Scientist
Applying hedging strategies to estimate model risk and provision calculation
Models with time-dependent parameters using transform methods: application to Heston's model
Perturbed Copula: Introducing the skew effect in the co-dependence
Weighted Monte Carlo: Calibrating the Smile and Preserving Martingale Condition
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