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Pricing convertible bonds with call protection
Crépey, Stéphane; Rahal, Abdallah - In: The journal of computational finance 15 (2011) 2, pp. 37-77
Persistent link: https://www.econbiz.de/10009816296
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Pricing convertible bonds with call protection
Crépey, Stéphane; Rahal, Abdallah - In: The journal of computational finance 15 (2011/12) 2, pp. 37-75
Persistent link: https://www.econbiz.de/10009424802
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Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
Crépey, Stéphane; Dixon, Matthew F. - In: The journal of computational finance 24 (2020) 1, pp. 47-81
Persistent link: https://www.econbiz.de/10012421957
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Nowcasting networks
Chataigner, Marc; Crépey, Stéphane; Pu, Jiang - In: The journal of computational finance 24 (2020) 3, pp. 1-39
Persistent link: https://www.econbiz.de/10012543628