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Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate

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Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models

Goudenège, Ludovic; Molent, Andrea; Zanette, Antonino - In: Quantitative finance 20 (2020) 4, pp. 573-591

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Computing credit valuation adjustment solving coupled PIDEs in the Bates model

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Moving average options : machine learning and Gauss-Hermite quadrature for a double non-Markovian problem

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Learning about monetary policy rules when the housing market matters

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Understanding probabilistic expectations : a behavioral approach

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Search frictions, unemployment, and housing in cities : theory and policies

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Structural power distribution between family and non-family executives and innovation performance in family firms

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The top management team (TMT) of family firms is divided into two groups: family and non-family executives. Each group of executives is driven by different and multiple goals and motivations with distinct strategic innovation decision preferences. The centralized ownership and control of firms...

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Investment and monetary policy : learning and determinacy of equilibrium

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