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Gaussian process
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied mathematical finance
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Multi-output Gaussian processes for multi-population longevity modelling
Nhan Huynh
;
Ludkovski, Mike
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
2
,
pp. 318-345
Persistent link: https://www.econbiz.de/10012593583
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KrigHedge : Gaussian process surrogates for Delta hedging
Ludkovski, Mike
;
Saporito, Yuri
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 330-360
Persistent link: https://www.econbiz.de/10013411700
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